+172.5%
VEA vs VFC
+7.6%
+164.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.1% |
| 7D | +1.9% | +0.8% | +1.0% | +1.6% |
| 30D | +0.8% | -11.9% | +12.7% | +4.2% |
| 3M | +5.7% | -20.2% | +25.8% | +11.1% |
| 6M | +13.3% | -23.0% | +36.3% | +19.7% |
| YTD | +18.4% | -26.2% | +44.6% | +25.9% |
| 1Y | +27.0% | -13.3% | +40.3% | +27.4% |
| 3Y | +79.3% | -25.5% | +104.7% | +62.1% |
| 5Y | +62.1% | -78.1% | +140.2% | +124.5% |
| 10Y | +160.3% | -68.8% | +229.0% | +175.6% |
| All | +172.5% | +7.6% | +164.9% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling