-69.2%
VFC vs TW
+294.9%
-364.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -1.4% | +2.8% | -4.2% | -2.1% |
| 30D | +30.7% | +18.1% | +12.7% | +25.3% |
| 3M | +40.6% | +25.2% | +15.4% | +32.6% |
| 6M | +16.5% | +19.1% | -2.6% | +10.5% |
| YTD | +16.2% | +21.9% | -5.7% | +8.6% |
| 1Y | +42.4% | +18.9% | +23.5% | +34.2% |
| 3Y | +48.1% | +41.7% | +6.3% | +28.8% |
| 5Y | -67.8% | +40.4% | -108.2% | -72.9% |
| All | -69.2% | +294.9% | -364.1% | -80.1% |
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