-34.9%
VST vs VFC
+52.5%
-87.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.4% | -18.3% | -14.0% |
| 7D | -15.7% | +21.5% | -37.2% | -16.9% |
| 30D | -17.0% | +46.7% | -63.6% | -19.8% |
| 3M | -15.9% | +38.4% | -54.3% | -18.4% |
| 6M | -25.0% | +15.2% | -40.2% | -26.3% |
| YTD | -25.1% | +17.8% | -42.9% | -27.6% |
| 1Y | -34.9% | +55.6% | -90.4% | -35.7% |
| All | -34.9% | +52.5% | -87.3% | -35.7% |
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