+135.1%
VGT vs VFC
-79.4%
+214.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.8% |
| 7D | -1.0% | -3.3% | +2.2% | -0.4% |
| 30D | -0.4% | -14.0% | +13.6% | +2.3% |
| 3M | +6.6% | -22.6% | +29.2% | +11.1% |
| 6M | +31.0% | -24.7% | +55.7% | +36.8% |
| YTD | +27.2% | -29.0% | +56.2% | +33.9% |
| 1Y | +34.5% | -13.8% | +48.2% | +35.1% |
| 3Y | +123.1% | -28.2% | +151.4% | +116.1% |
| 5Y | +135.1% | -79.0% | +214.1% | +264.6% |
| All | +135.1% | -79.4% | +214.5% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling