+376.8%
V vs VFC
-69.1%
+445.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.3% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | +1.9% | -11.9% | +13.8% | +4.5% |
| 3M | +15.5% | -20.2% | +35.7% | +19.9% |
| 6M | +16.6% | -23.0% | +39.6% | +21.2% |
| YTD | +5.7% | -26.2% | +32.0% | +10.5% |
| 1Y | +8.6% | -13.3% | +21.9% | +8.6% |
| 3Y | +52.5% | -25.5% | +78.0% | +41.0% |
| 5Y | +67.1% | -78.1% | +145.2% | +136.6% |
| 10Y | +376.8% | -68.8% | +445.6% | +504.0% |
| All | +376.8% | -69.1% | +445.9% | +504.0% |
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