-68.6%
VFS vs VT
+66.2%
-134.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -3.8% | +1.0% | -4.7% | -4.0% |
| 3M | -7.5% | +2.4% | -9.9% | -8.1% |
| 6M | -3.4% | +12.0% | -15.5% | -6.1% |
| YTD | -7.8% | +15.3% | -23.1% | -10.8% |
| 1Y | -7.5% | +22.6% | -30.1% | -11.6% |
| 3Y | -89.6% | +74.7% | -164.2% | -90.0% |
| All | -68.6% | +66.2% | -134.8% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling