+2,267.4%
VGT vs VFC
+146.0%
+2,121.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.4% |
| 7D | +1.0% | -1.6% | +2.6% | +1.5% |
| 30D | +1.3% | -11.6% | +12.9% | +4.9% |
| 3M | -1.1% | -18.1% | +17.0% | +3.7% |
| 6M | +32.6% | -27.4% | +60.0% | +43.3% |
| YTD | +29.0% | -24.8% | +53.8% | +37.2% |
| 1Y | +39.7% | -8.2% | +47.9% | +37.5% |
| 3Y | +120.9% | -29.1% | +150.0% | +104.2% |
| 5Y | +133.6% | -79.2% | +212.7% | +237.3% |
| 10Y | +792.6% | -68.1% | +860.7% | +886.1% |
| All | +2,267.4% | +146.0% | +2,121.4% | +931.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling