+611.0%
VRT vs VFC
-24.8%
+635.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +4.0% |
| 7D | +9.1% | -1.6% | +10.7% | +9.4% |
| 30D | +0.9% | -11.6% | +12.6% | +3.0% |
| 3M | -13.4% | -18.1% | +4.7% | -10.4% |
| 6M | +11.7% | -27.4% | +39.0% | +17.2% |
| YTD | +73.2% | -24.8% | +98.1% | +80.5% |
| 1Y | +123.4% | -8.2% | +131.6% | +125.0% |
| All | +611.0% | -24.8% | +635.8% | +613.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling