+121.2%
VSH vs VFC
-46.8%
+168.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | -1.6% | +3.5% | -5.1% | -2.8% |
| 30D | -21.3% | +38.3% | -59.6% | -31.2% |
| 3M | -18.9% | +40.2% | -59.1% | -29.7% |
| 6M | -21.4% | +10.6% | -32.1% | -26.3% |
| YTD | +86.8% | +16.7% | +70.1% | +70.2% |
| 1Y | +85.8% | +45.0% | +40.8% | +54.6% |
| 3Y | +30.1% | +48.8% | -18.7% | -6.0% |
| 5Y | +42.8% | -67.6% | +110.4% | +108.1% |
| 10Y | +121.2% | -47.5% | +168.8% | +165.9% |
| All | +121.2% | -46.8% | +168.0% | +165.9% |
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 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