+1,740.6%
VRT vs VFC
-69.8%
+1,810.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | -21.4% | +11.2% | -32.6% | -23.8% |
| 30D | -25.8% | +41.5% | -67.3% | -33.0% |
| 3M | -33.5% | +38.9% | -72.5% | -39.7% |
| 6M | -49.0% | +6.1% | -55.2% | -50.4% |
| YTD | +12.9% | +14.5% | -1.6% | +6.8% |
| 1Y | 0.0% | +46.0% | -45.9% | -12.0% |
| 3Y | +361.8% | +36.4% | +325.4% | +266.4% |
| 5Y | +565.1% | -67.5% | +632.7% | +815.2% |
| All | +1,740.6% | -69.8% | +1,810.4% | +2,086.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling