+56.2%
VFC vs TXG
+65.2%
-9.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.8% | +3.7% |
| 7D | +1.6% | -1.8% | +3.5% | +2.0% |
| 30D | +25.5% | -20.4% | +45.9% | +31.4% |
| 3M | +41.3% | +0.1% | +41.2% | +34.1% |
| 6M | +22.2% | +176.2% | -154.0% | -20.3% |
| YTD | +16.4% | +256.8% | -240.4% | -32.4% |
| 1Y | +38.4% | +255.9% | -217.5% | -20.3% |
| 3Y | +56.2% | +60.2% | -4.0% | +3.0% |
| All | +56.2% | +65.2% | -9.0% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling