+2,072.9%
VGT vs VFC
+280.8%
+1,792.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.6% |
| 7D | +2.5% | +1.6% | +0.8% | +1.9% |
| 30D | -9.5% | +25.5% | -35.0% | -15.6% |
| 3M | -9.5% | +41.3% | -50.8% | -18.8% |
| 6M | -1.8% | +22.2% | -24.0% | -9.1% |
| YTD | +18.4% | +16.4% | +2.0% | +10.0% |
| 1Y | +18.7% | +38.4% | -19.7% | +4.0% |
| 3Y | +103.8% | +56.2% | +47.6% | +47.9% |
| 5Y | +104.4% | -68.2% | +172.5% | +160.2% |
| 10Y | +716.9% | -48.4% | +765.2% | +674.8% |
| All | +2,072.9% | +280.8% | +1,792.1% | +727.1% |
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