+73.0%
VEA vs VFC
+50.0%
+23.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | +2.3% | +1.6% | +0.6% | +2.1% |
| 30D | +0.2% | +25.5% | -25.3% | -2.3% |
| 3M | -5.3% | +41.3% | -46.6% | -8.9% |
| 6M | -0.9% | +22.2% | -23.1% | -3.6% |
| YTD | +12.2% | +16.4% | -4.2% | +9.5% |
| 1Y | +16.1% | +38.4% | -22.3% | +11.3% |
| 3Y | +73.0% | +56.2% | +16.8% | +58.7% |
| All | +73.0% | +50.0% | +23.0% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling