+379.7%
VRT vs VFC
+50.0%
+329.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.9% | -4.2% |
| 7D | +10.5% | +1.6% | +8.9% | +10.2% |
| 30D | -9.3% | +25.5% | -34.8% | -13.3% |
| 3M | -29.6% | +41.3% | -70.9% | -34.3% |
| 6M | -45.4% | +22.2% | -67.6% | -47.6% |
| YTD | +24.8% | +16.4% | +8.4% | +19.9% |
| 1Y | +23.6% | +38.4% | -14.8% | +15.1% |
| 3Y | +379.7% | +56.2% | +323.5% | +342.3% |
| All | +379.7% | +50.0% | +329.7% | +342.3% |
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