+227.3%
VFH vs VT
+223.7%
+3.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -1.3% |
| 7D | +0.6% | +0.4% | +0.3% | +0.2% |
| 30D | +5.7% | -2.6% | +8.3% | +8.6% |
| 3M | +0.2% | -3.2% | +3.4% | +3.6% |
| 6M | +12.7% | +0.9% | +11.7% | +10.6% |
| YTD | +6.8% | +11.3% | -4.5% | -6.3% |
| 1Y | +11.4% | +14.0% | -2.6% | -4.8% |
| 3Y | +83.5% | +75.8% | +7.7% | -4.7% |
| 5Y | +55.8% | +57.8% | -2.1% | -8.2% |
| 10Y | +227.3% | +219.8% | +7.5% | -10.2% |
| All | +227.3% | +223.7% | +3.6% | -10.2% |
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