+12.8%
VG vs VFC
-6.8%
+19.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | +0.2% |
| 7D | +1.7% | -1.6% | +3.3% | +1.3% |
| 30D | +16.0% | -11.6% | +27.6% | +12.8% |
| 3M | +9.7% | -18.1% | +27.8% | +5.6% |
| 6M | +29.6% | -27.4% | +56.9% | +24.1% |
| YTD | +112.0% | -24.8% | +136.8% | +101.3% |
| 1Y | +12.8% | -8.2% | +21.0% | -2.4% |
| All | +12.8% | -6.8% | +19.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling