-70.8%
VFF vs VT
+144.6%
-215.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +2.9% |
| 7D | +15.2% | -2.3% | +17.5% | +19.5% |
| 30D | +7.3% | -5.0% | +12.2% | +16.3% |
| 3M | +41.2% | -4.9% | +46.1% | +52.8% |
| 6M | +7.1% | -1.5% | +8.6% | +9.9% |
| YTD | -21.1% | +8.5% | -29.6% | -30.3% |
| 1Y | -3.0% | +11.4% | -14.4% | -18.0% |
| 3Y | +284.0% | +70.1% | +213.9% | +65.9% |
| 5Y | -62.5% | +53.7% | -116.2% | -80.0% |
| All | -70.8% | +144.6% | -215.3% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling