+36.4%
VFC vs VT
+69.7%
-33.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.3% |
| 7D | +11.2% | -2.3% | +13.5% | +16.1% |
| 30D | +41.5% | -5.0% | +46.5% | +55.5% |
| 3M | +38.9% | -4.9% | +43.8% | +52.3% |
| 6M | +6.1% | -1.5% | +7.7% | +8.0% |
| YTD | +14.5% | +8.5% | +6.1% | -4.9% |
| 1Y | +46.0% | +11.4% | +34.6% | +14.5% |
| 3Y | +36.4% | +70.1% | -33.7% | -62.1% |
| All | +36.4% | +69.7% | -33.4% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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