-51.4%
VG vs VFC
-17.2%
-34.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -22.0% | +11.2% | -33.2% | -23.0% |
| 30D | -11.6% | +41.5% | -53.2% | -15.4% |
| 3M | -14.9% | +38.9% | -53.8% | -18.4% |
| 6M | -3.5% | +6.1% | -9.7% | -4.4% |
| YTD | +70.0% | +14.5% | +55.4% | +61.7% |
| 1Y | +50.0% | +46.0% | +4.0% | +29.9% |
| All | -51.4% | -17.2% | -34.1% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling