+158.3%
VEA vs VFC
+69.8%
+88.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.9% |
| 7D | +2.3% | +1.6% | +0.6% | +1.8% |
| 30D | +0.2% | +25.5% | -25.3% | -5.9% |
| 3M | -5.3% | +41.3% | -46.6% | -14.1% |
| 6M | -0.9% | +22.2% | -23.1% | -7.6% |
| YTD | +12.2% | +16.4% | -4.2% | +5.2% |
| 1Y | +16.1% | +38.4% | -22.3% | +3.2% |
| 3Y | +73.0% | +56.2% | +16.8% | +27.3% |
| 5Y | +53.7% | -68.2% | +121.9% | +94.4% |
| 10Y | +159.3% | -48.4% | +207.7% | +136.9% |
| All | +158.3% | +69.8% | +88.5% | +9.0% |
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 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