+2,545.5%
VRT vs VFC
-81.0%
+2,626.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.2% | -7.4% | -9.0% |
| 7D | +2.4% | -2.3% | +4.8% | +3.1% |
| 30D | -2.7% | -13.4% | +10.7% | +1.2% |
| 3M | -9.2% | -23.7% | +14.5% | -2.3% |
| 6M | -0.5% | -24.5% | +23.9% | +6.7% |
| YTD | +62.3% | -27.8% | +90.2% | +75.4% |
| 1Y | +109.6% | -13.5% | +123.0% | +112.9% |
| 3Y | +573.1% | -27.1% | +600.2% | +535.1% |
| 5Y | +953.6% | -79.0% | +1,032.7% | +1,538.5% |
| All | +2,545.5% | -81.0% | +2,626.5% | +3,491.6% |
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 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