+418.1%
VFH vs VT
+345.0%
+73.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +1.8% |
| 7D | +0.8% | -4.2% | +4.9% | +5.7% |
| 30D | +5.9% | -5.8% | +11.7% | +13.1% |
| 3M | -1.5% | -5.2% | +3.7% | +4.4% |
| 6M | +10.9% | +0.1% | +10.8% | +9.7% |
| YTD | +5.8% | +8.2% | -2.4% | -4.5% |
| 1Y | +10.8% | +10.1% | +0.6% | -2.1% |
| 3Y | +80.0% | +69.7% | +10.3% | -3.9% |
| 5Y | +54.3% | +53.4% | +0.9% | -7.6% |
| 10Y | +246.0% | +219.2% | +26.7% | -10.2% |
| All | +418.1% | +345.0% | +73.1% | +6.0% |
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 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