-67.1%
VFS vs VT
+56.0%
-123.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -1.8% |
| 7D | -6.4% | -4.2% | -2.2% | -5.2% |
| 30D | +4.5% | -5.8% | +10.3% | +6.4% |
| 3M | +0.6% | -5.2% | +5.9% | +2.3% |
| 6M | -22.6% | +0.1% | -22.7% | -22.3% |
| YTD | -3.6% | +8.2% | -11.8% | -5.0% |
| 1Y | -5.3% | +10.1% | -15.4% | -7.0% |
| 3Y | -45.8% | +69.7% | -115.5% | -46.3% |
| 5Y | -66.9% | +53.4% | -120.2% | -67.3% |
| All | -67.1% | +56.0% | -123.1% | -67.6% |
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