+309.6%
IVV vs VFC
-44.8%
+354.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +1.8% |
| 7D | +0.1% | +7.7% | -7.6% | -1.4% |
| 30D | -3.3% | +39.2% | -42.5% | -9.8% |
| 3M | -2.4% | +40.3% | -42.7% | -9.3% |
| 6M | +2.6% | +11.4% | -8.8% | -0.8% |
| YTD | +11.3% | +17.5% | -6.2% | +5.7% |
| 1Y | +13.4% | +45.9% | -32.4% | +2.5% |
| 3Y | +80.3% | +47.3% | +33.0% | +45.8% |
| 5Y | +72.7% | -67.2% | +139.9% | +119.6% |
| 10Y | +309.6% | -46.1% | +355.7% | +350.8% |
| All | +309.6% | -44.8% | +354.4% | +350.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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