+1,205.2%
VST vs VFC
-44.8%
+1,250.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +6.8% |
| 7D | -0.5% | +7.7% | -8.2% | -2.1% |
| 30D | -17.1% | +39.2% | -56.3% | -23.0% |
| 3M | -4.6% | +40.3% | -44.9% | -11.7% |
| 6M | -9.1% | +11.4% | -20.4% | -12.3% |
| YTD | -16.6% | +17.5% | -34.2% | -21.2% |
| 1Y | -29.5% | +45.9% | -75.3% | -36.8% |
| 3Y | +297.5% | +47.3% | +250.2% | +230.8% |
| 5Y | +654.5% | -67.2% | +721.7% | +835.4% |
| 10Y | +1,205.2% | -46.1% | +1,251.3% | +1,278.5% |
| All | +1,205.2% | -44.8% | +1,250.0% | +1,278.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling