-80.1%
VFC vs TW
+221.1%
-301.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.0% |
| 30D | -11.6% | +3.9% | -15.6% | -12.6% |
| 3M | -18.1% | +5.7% | -23.8% | -19.9% |
| 6M | -27.4% | -14.5% | -12.8% | -24.9% |
| YTD | -24.8% | -0.9% | -24.0% | -25.8% |
| 1Y | -8.2% | -13.5% | +5.3% | -5.7% |
| 3Y | -29.1% | +25.0% | -54.1% | -36.9% |
| 5Y | -79.2% | +22.7% | -101.9% | -81.9% |
| All | -80.1% | +221.1% | -301.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling