-79.0%
VFC vs ITOT
+71.8%
-150.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -0.6% |
| 7D | -3.3% | -2.0% | -1.2% | -0.2% |
| 30D | -14.0% | -2.0% | -12.1% | -11.3% |
| 3M | -22.6% | +4.5% | -27.1% | -27.2% |
| 6M | -24.7% | +12.6% | -37.4% | -36.8% |
| YTD | -29.0% | +12.0% | -41.0% | -39.7% |
| 1Y | -13.8% | +17.3% | -31.0% | -31.4% |
| 3Y | -28.2% | +75.2% | -103.5% | -64.9% |
| 5Y | -79.0% | +74.0% | -153.0% | -89.6% |
| All | -79.0% | +71.8% | -150.8% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling