-22.4%
VFC vs TRU
-2.1%
-20.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -2.3% | -6.5% | +4.1% | +1.0% |
| 30D | -13.4% | -2.5% | -10.9% | -12.6% |
| 3M | -23.7% | +10.4% | -34.1% | -28.6% |
| 6M | -24.5% | +1.6% | -26.1% | -26.3% |
| YTD | -27.8% | -9.7% | -18.1% | -25.8% |
| 1Y | -13.5% | -17.3% | +3.8% | -6.3% |
| All | -22.4% | -2.1% | -20.3% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling