+112.0%
VSH vs VFC
-6.8%
+118.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +3.7% |
| 7D | +4.1% | -1.6% | +5.7% | +4.6% |
| 30D | -4.2% | -11.6% | +7.5% | -0.5% |
| 3M | -50.0% | -18.1% | -31.9% | -47.2% |
| 6M | +80.2% | -27.4% | +107.5% | +94.7% |
| YTD | +121.1% | -24.8% | +145.9% | +134.6% |
| 1Y | +112.0% | -8.2% | +120.2% | +104.9% |
| All | +112.0% | -6.8% | +118.8% | +104.9% |
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