+6.8%
VRT vs VFC
+42.4%
-35.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.6% | +7.0% | +9.0% |
| 7D | -10.6% | +7.7% | -18.3% | -12.1% |
| 30D | -17.4% | +39.2% | -56.6% | -24.3% |
| 3M | -26.4% | +40.3% | -66.7% | -32.9% |
| 6M | -41.0% | +11.4% | -52.4% | -42.8% |
| YTD | +23.8% | +17.5% | +6.3% | +15.6% |
| All | +6.8% | +42.4% | -35.5% | -1.2% |
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