+387.0%
VNQ vs VFC
+104.8%
+282.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | -0.9% | -2.3% | +1.5% | -0.1% |
| 30D | -2.2% | -13.4% | +11.1% | +2.7% |
| 3M | -1.9% | -23.7% | +21.8% | +6.3% |
| 6M | +3.2% | -24.5% | +27.7% | +11.2% |
| YTD | +9.4% | -27.8% | +37.2% | +18.9% |
| 1Y | +7.5% | -13.5% | +21.0% | +7.1% |
| 3Y | +31.1% | -27.1% | +58.2% | +13.2% |
| 5Y | +6.6% | -79.0% | +85.6% | +63.1% |
| 10Y | +63.9% | -68.7% | +132.7% | +66.5% |
| All | +387.0% | +104.8% | +282.2% | +29.8% |
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