-47.7%
VFS vs VT
+73.6%
-121.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.9% | -1.6% | +3.5% | +3.7% |
| 30D | +5.6% | -2.5% | +8.1% | +8.4% |
| 3M | +1.6% | -1.3% | +2.9% | +3.3% |
| 6M | -24.5% | +3.1% | -27.6% | -26.6% |
| YTD | -3.9% | +10.9% | -14.8% | -13.6% |
| 1Y | +0.9% | +12.1% | -11.1% | -10.3% |
| All | -47.7% | +73.6% | -121.3% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling