-67.6%
VFC vs VT
+53.2%
-120.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +3.7% |
| 7D | +10.9% | -4.2% | +15.0% | +18.6% |
| 30D | +40.6% | -5.8% | +46.4% | +54.5% |
| 3M | +34.4% | -5.2% | +39.7% | +46.3% |
| 6M | +12.3% | +0.1% | +12.2% | +11.4% |
| YTD | +14.4% | +8.2% | +6.1% | +0.1% |
| 1Y | +40.6% | +10.1% | +30.5% | +19.8% |
| 3Y | +40.1% | +69.7% | -29.5% | -34.3% |
| 5Y | -67.6% | +53.4% | -121.0% | -82.7% |
| All | -67.6% | +53.2% | -120.8% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling