+161.1%
VEA vs VFC
-69.1%
+230.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.2% |
| 30D | -0.8% | -9.0% | +8.1% | +0.8% |
| 3M | +2.5% | -24.2% | +26.6% | +7.1% |
| 6M | +11.1% | -18.5% | +29.6% | +14.3% |
| YTD | +17.2% | -25.9% | +43.0% | +22.3% |
| 1Y | +24.5% | -13.0% | +37.5% | +25.0% |
| 3Y | +75.4% | -20.3% | +95.8% | +62.7% |
| 5Y | +61.1% | -78.1% | +139.2% | +112.5% |
| All | +161.1% | -69.1% | +230.2% | +210.5% |
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