+1,917.9%
VRT vs VFC
-69.0%
+1,986.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.6% | +7.0% | +8.9% |
| 7D | -10.6% | +7.7% | -18.3% | -12.4% |
| 30D | -17.4% | +39.2% | -56.6% | -25.0% |
| 3M | -26.4% | +40.3% | -66.7% | -33.3% |
| 6M | -41.0% | +11.4% | -52.4% | -43.4% |
| YTD | +23.8% | +17.5% | +6.3% | +16.3% |
| 1Y | +11.6% | +45.9% | -34.3% | -1.7% |
| 3Y | +403.5% | +47.3% | +356.2% | +289.5% |
| 5Y | +647.0% | -67.2% | +714.2% | +926.7% |
| All | +1,917.9% | -69.0% | +1,986.9% | +2,281.4% |
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