-67.0%
VFS vs VT
+57.9%
-124.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.9% | -1.6% | +3.5% | +2.4% |
| 30D | +5.6% | -2.5% | +8.1% | +6.4% |
| 3M | +1.6% | -1.3% | +2.9% | +2.1% |
| 6M | -24.5% | +3.1% | -27.6% | -24.9% |
| YTD | -3.9% | +10.9% | -14.8% | -6.0% |
| 1Y | +0.9% | +12.1% | -11.1% | -1.5% |
| 3Y | -46.0% | +73.9% | -119.9% | -46.8% |
| All | -67.0% | +57.9% | -124.9% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling