-71.2%
VFF vs VT
+150.9%
-222.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -5.5% |
| 7D | +8.8% | +0.4% | +8.4% | +8.0% |
| 30D | +6.0% | -2.6% | +8.6% | +10.4% |
| 3M | +36.5% | -3.2% | +39.8% | +43.6% |
| 6M | +10.5% | +0.9% | +9.6% | +9.0% |
| YTD | -22.2% | +11.3% | -33.5% | -34.1% |
| 1Y | -4.1% | +14.0% | -18.1% | -21.9% |
| 3Y | +327.1% | +75.8% | +251.2% | +74.6% |
| 5Y | -69.3% | +57.8% | -127.2% | -84.3% |
| All | -71.2% | +150.9% | -222.1% | -93.0% |
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