+217.2%
VFH vs VT
+217.6%
-0.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | +6.1% | -3.1% | +9.2% | +9.6% |
| 3M | +0.4% | -3.5% | +3.9% | +4.1% |
| 6M | +13.1% | +0.5% | +12.6% | +11.6% |
| YTD | +7.2% | +10.8% | -3.6% | -5.5% |
| 1Y | +11.4% | +11.9% | -0.5% | -2.8% |
| 3Y | +82.2% | +73.0% | +9.2% | -3.7% |
| 5Y | +56.8% | +58.6% | -1.8% | -8.2% |
| 10Y | +217.2% | +219.2% | -2.0% | -14.6% |
| All | +217.2% | +217.6% | -0.5% | -14.6% |
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