+1,346.3%
VSH vs VFC
+1,377.5%
-31.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.6% | +10.8% | +12.4% |
| 7D | +3.5% | +7.7% | -4.2% | +0.6% |
| 30D | -22.4% | +39.2% | -61.6% | -32.6% |
| 3M | -25.2% | +40.3% | -65.5% | -35.4% |
| 6M | -22.5% | +11.4% | -33.9% | -27.7% |
| YTD | +84.2% | +17.5% | +66.7% | +66.9% |
| 1Y | +87.1% | +45.9% | +41.2% | +54.6% |
| 3Y | +31.7% | +47.3% | -15.7% | -4.4% |
| 5Y | +42.6% | -67.2% | +109.8% | +85.1% |
| 10Y | +116.6% | -46.1% | +162.7% | +118.5% |
| All | +1,346.3% | +1,377.5% | -31.2% | +382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling