+800.0%
VGT vs VFC
-69.1%
+869.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +0.2% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -0.4% | -9.0% | +8.5% | +1.7% |
| 3M | +4.4% | -24.2% | +28.6% | +10.5% |
| 6M | +32.1% | -18.5% | +50.6% | +36.7% |
| YTD | +28.8% | -25.9% | +54.6% | +35.8% |
| 1Y | +35.3% | -13.0% | +48.3% | +35.7% |
| 3Y | +124.8% | -20.3% | +145.1% | +105.4% |
| 5Y | +137.9% | -78.1% | +216.0% | +234.1% |
| All | +800.0% | -69.1% | +869.0% | +1,032.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling