-23.8%
VSH vs VFC
+12.0%
-35.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.6% | +10.8% | +13.0% |
| 7D | +3.5% | +7.7% | -4.2% | +2.7% |
| 30D | -22.4% | +39.2% | -61.6% | -26.0% |
| 3M | -25.2% | +40.3% | -65.5% | -29.2% |
| All | -23.8% | +12.0% | -35.8% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling