+66.7%
VSH vs VFC
-78.3%
+145.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.4% |
| 7D | +6.2% | +0.8% | +5.4% | +5.9% |
| 30D | -11.1% | -11.9% | +0.8% | -7.4% |
| 3M | -44.9% | -20.2% | -24.8% | -41.2% |
| 6M | +90.0% | -23.0% | +112.9% | +104.0% |
| YTD | +118.8% | -26.2% | +145.0% | +137.2% |
| 1Y | +109.0% | -13.3% | +122.3% | +112.5% |
| 3Y | +35.6% | -25.5% | +61.1% | +31.5% |
| 5Y | +66.7% | -78.1% | +144.8% | +166.1% |
| All | +66.7% | -78.3% | +145.0% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling