-80.4%
VFC vs TW
+206.7%
-287.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.6% |
| 7D | -1.4% | -4.5% | +3.1% | -0.2% |
| 30D | -9.0% | -2.3% | -6.7% | -8.5% |
| 3M | -24.2% | +2.6% | -26.8% | -25.2% |
| 6M | -18.5% | -17.5% | -1.0% | -15.0% |
| YTD | -25.9% | -5.3% | -20.6% | -26.0% |
| 1Y | -13.0% | -14.8% | +1.8% | -10.4% |
| 3Y | -20.3% | +18.8% | -39.2% | -28.1% |
| 5Y | -78.1% | +20.7% | -98.8% | -80.9% |
| All | -80.4% | +206.7% | -287.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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