+789.7%
VFC vs TXT
+2,070.1%
-1,280.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -1.6% | -4.8% | +3.2% | +0.2% |
| 30D | -11.6% | -10.6% | -1.0% | -7.9% |
| 3M | -18.1% | -13.2% | -4.9% | -13.8% |
| 6M | -27.4% | -20.3% | -7.0% | -21.1% |
| YTD | -24.8% | -9.3% | -15.6% | -22.2% |
| 1Y | -8.2% | -2.7% | -5.5% | -7.3% |
| 3Y | -29.1% | +1.4% | -30.5% | -28.4% |
| 5Y | -79.2% | +9.6% | -88.7% | -79.5% |
| 10Y | -68.1% | +94.9% | -163.0% | -74.9% |
| All | +789.7% | +2,070.1% | -1,280.3% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling