-57.0%
VFC vs TRU
+243.6%
-300.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 3M | +41.3% | +0.2% | +41.0% | +39.2% |
| 6M | +22.2% | +22.4% | -0.2% | +6.8% |
| YTD | +16.4% | -4.8% | +21.2% | +14.9% |
| 1Y | +38.4% | -0.2% | +38.6% | +33.4% |
| 3Y | +56.2% | +57.9% | -1.7% | +18.4% |
| 5Y | -68.2% | -26.1% | -42.0% | -66.1% |
| 10Y | -48.4% | +184.8% | -233.2% | -67.3% |
| All | -57.0% | +243.6% | -300.6% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling