-81.9%
VFC vs TXG
+27.0%
-108.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.0% | +3.5% |
| 7D | -1.4% | +9.5% | -10.9% | -3.7% |
| 30D | -9.0% | +18.8% | -27.7% | -13.3% |
| 3M | -24.2% | +136.1% | -160.3% | -40.5% |
| 6M | -18.5% | +235.2% | -253.7% | -42.4% |
| YTD | -25.9% | +320.5% | -346.4% | -51.1% |
| 1Y | -13.0% | +425.2% | -438.2% | -47.0% |
| 3Y | -20.3% | +42.9% | -63.2% | -38.9% |
| 5Y | -78.1% | -62.8% | -15.3% | -81.0% |
| All | -81.9% | +27.0% | -108.9% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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