-68.7%
VFC vs TXT
+100.3%
-169.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.5% |
| 7D | -2.3% | +0.8% | -3.2% | -2.9% |
| 30D | -13.4% | -10.4% | -2.9% | -7.1% |
| 3M | -23.7% | -14.3% | -9.4% | -16.0% |
| 6M | -24.5% | -15.1% | -9.4% | -16.6% |
| YTD | -27.8% | -8.3% | -19.5% | -24.3% |
| 1Y | -13.5% | -0.7% | -12.7% | -13.7% |
| 3Y | -27.1% | +6.0% | -33.1% | -29.5% |
| 5Y | -79.0% | +12.5% | -91.5% | -80.7% |
| 10Y | -68.7% | +103.2% | -171.9% | -81.2% |
| All | -68.7% | +100.3% | -169.0% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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