+27.2%
VFC vs VT
+374.2%
-347.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | +0.4% | -2.1% | -2.1% |
| 30D | -11.6% | +1.0% | -12.6% | -12.5% |
| 3M | -18.1% | +2.4% | -20.5% | -19.9% |
| 6M | -27.4% | +12.0% | -39.4% | -34.9% |
| YTD | -24.8% | +15.3% | -40.2% | -34.4% |
| 1Y | -8.2% | +22.6% | -30.8% | -24.4% |
| 3Y | -29.1% | +74.7% | -103.8% | -56.5% |
| 5Y | -79.2% | +66.1% | -145.3% | -86.4% |
| 10Y | -68.1% | +225.0% | -293.1% | -87.8% |
| All | +27.2% | +374.2% | -347.0% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling