+13.8%
VRT vs VFC
+52.5%
-38.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.4% | -17.3% | -13.9% |
| 7D | -15.4% | +21.5% | -36.9% | -19.7% |
| 30D | -19.0% | +46.7% | -65.6% | -27.3% |
| 3M | -23.8% | +38.4% | -62.2% | -30.8% |
| 6M | -37.9% | +15.2% | -53.1% | -40.5% |
| YTD | +27.0% | +17.8% | +9.2% | +17.5% |
| 1Y | +13.8% | +55.6% | -41.8% | +0.6% |
| All | +13.8% | +52.5% | -38.7% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling