-68.5%
VFC vs ITOT
+303.4%
-372.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +3.2% |
| 7D | -1.4% | -0.9% | -0.5% | -0.1% |
| 30D | -9.0% | -1.5% | -7.5% | -7.1% |
| 3M | -24.2% | +3.6% | -27.7% | -27.3% |
| 6M | -18.5% | +13.7% | -32.2% | -30.7% |
| YTD | -25.9% | +12.9% | -38.8% | -36.3% |
| 1Y | -13.0% | +17.2% | -30.2% | -28.5% |
| 3Y | -20.3% | +75.6% | -96.0% | -58.1% |
| 5Y | -78.1% | +75.5% | -153.6% | -88.4% |
| All | -68.5% | +303.4% | -372.0% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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