-68.5%
VFC vs TRU
+147.2%
-215.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.8% |
| 7D | -1.4% | -2.7% | +1.3% | +0.2% |
| 30D | -9.0% | -2.0% | -6.9% | -8.4% |
| 3M | -24.2% | +18.4% | -42.6% | -31.8% |
| 6M | -18.5% | +8.9% | -27.4% | -23.6% |
| YTD | -25.9% | -8.9% | -16.9% | -24.3% |
| 1Y | -13.0% | -15.9% | +2.9% | -7.2% |
| 3Y | -20.3% | -1.1% | -19.2% | -24.6% |
| 5Y | -78.1% | -35.2% | -42.9% | -74.6% |
| All | -68.5% | +147.2% | -215.7% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling