+123.7%
VFMV vs VT
+154.3%
-30.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -0.4% | +1.0% | -1.4% | -1.0% |
| 30D | -1.7% | -0.2% | -1.5% | -1.6% |
| 3M | +3.5% | +4.5% | -1.1% | +0.2% |
| 6M | +5.9% | +14.1% | -8.2% | -3.6% |
| YTD | +11.2% | +14.8% | -3.6% | +0.8% |
| 1Y | +11.9% | +21.2% | -9.3% | -2.4% |
| 3Y | +54.1% | +76.6% | -22.4% | +2.8% |
| 5Y | +54.4% | +66.6% | -12.2% | +6.4% |
| All | +123.7% | +154.3% | -30.6% | +10.7% |
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