-65.8%
VFS vs VT
+60.6%
-126.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.9% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +7.8% | -1.4% | +9.2% | +8.3% |
| 3M | -0.3% | -1.4% | +1.1% | +0.2% |
| 6M | -21.1% | +5.5% | -26.6% | -22.1% |
| YTD | -0.6% | +12.8% | -13.4% | -3.3% |
| 1Y | +5.7% | +15.4% | -9.7% | +2.4% |
| 3Y | -44.1% | +76.9% | -121.0% | -45.3% |
| 5Y | -65.8% | +60.4% | -126.2% | -66.8% |
| All | -65.8% | +60.6% | -126.4% | -66.8% |
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