+112.2%
VSH vs VFC
-15.2%
+127.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.4% |
| 7D | +3.5% | -2.3% | +5.9% | +4.3% |
| 30D | -4.4% | -13.4% | +9.0% | -0.1% |
| 3M | -45.8% | -23.7% | -22.1% | -41.5% |
| 6M | +90.1% | -24.5% | +114.6% | +103.2% |
| YTD | +120.3% | -27.8% | +148.2% | +136.9% |
| 1Y | +112.2% | -13.5% | +125.7% | +108.3% |
| All | +112.2% | -15.2% | +127.5% | +108.3% |
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 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