-78.1%
VFC vs TXT
+12.6%
-90.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.3% |
| 7D | +0.8% | -0.2% | +1.1% | +1.0% |
| 30D | -11.9% | -11.1% | -0.9% | -3.7% |
| 3M | -20.2% | -13.0% | -7.2% | -11.5% |
| 6M | -23.0% | -16.2% | -6.8% | -12.4% |
| YTD | -26.2% | -8.7% | -17.5% | -22.0% |
| 1Y | -13.3% | -3.8% | -9.6% | -12.3% |
| 3Y | -25.5% | +5.5% | -31.0% | -30.4% |
| 5Y | -78.1% | +12.3% | -90.4% | -80.7% |
| All | -78.1% | +12.6% | -90.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling