+175.8%
VSH vs VFC
-70.4%
+246.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.3% |
| 7D | +3.1% | -3.3% | +6.4% | +4.5% |
| 30D | -5.7% | -14.0% | +8.3% | 0.0% |
| 3M | -42.5% | -22.6% | -19.9% | -37.2% |
| 6M | +82.7% | -24.7% | +107.4% | +100.6% |
| YTD | +118.2% | -29.0% | +147.2% | +143.7% |
| 1Y | +109.7% | -13.8% | +123.4% | +113.5% |
| 3Y | +35.3% | -28.2% | +63.5% | +29.4% |
| 5Y | +65.6% | -79.0% | +144.6% | +183.3% |
| All | +175.8% | -70.4% | +246.2% | +312.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling