+56.2%
VFC vs TRU
+58.0%
-1.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +25.5% | +21.3% | +4.2% | +10.8% |
| 3M | +41.3% | +0.2% | +41.0% | +39.1% |
| 6M | +22.2% | +22.4% | -0.2% | +4.3% |
| YTD | +16.4% | -4.8% | +21.2% | +15.3% |
| 1Y | +38.4% | -0.2% | +38.6% | +32.7% |
| 3Y | +56.2% | +57.9% | -1.7% | -12.0% |
| All | +56.2% | +58.0% | -1.7% | -12.0% |
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 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