+1,290.9%
VFC vs TXT
+2,244.6%
-953.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.8% |
| 7D | +7.7% | -3.5% | +11.2% | +9.1% |
| 30D | +39.2% | +15.2% | +24.0% | +32.1% |
| 3M | +40.3% | -4.5% | +44.7% | +42.5% |
| 6M | +11.4% | -6.1% | +17.5% | +13.8% |
| YTD | +17.5% | -2.0% | +19.5% | +18.2% |
| 1Y | +45.9% | +4.2% | +41.7% | +43.6% |
| 3Y | +47.3% | +14.4% | +32.9% | +42.3% |
| 5Y | -67.2% | +12.3% | -79.5% | -68.1% |
| 10Y | -46.1% | +101.8% | -147.9% | -58.2% |
| All | +1,290.9% | +2,244.6% | -953.7% | +310.9% |
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