+314.1%
VOO vs VFC
-70.4%
+384.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -2.0% | -3.3% | +1.3% | -1.3% |
| 30D | -1.7% | -14.0% | +12.4% | +1.4% |
| 3M | +4.7% | -22.6% | +27.3% | +9.6% |
| 6M | +12.6% | -24.7% | +37.3% | +17.9% |
| YTD | +11.8% | -29.0% | +40.7% | +18.1% |
| 1Y | +17.5% | -13.8% | +31.3% | +18.0% |
| 3Y | +77.0% | -28.2% | +105.2% | +67.0% |
| 5Y | +82.6% | -79.0% | +161.6% | +152.1% |
| All | +314.1% | -70.4% | +384.4% | +404.4% |
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 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