+1,179.1%
VST vs VFC
-50.3%
+1,229.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.7% | +1.4% |
| 7D | +19.2% | -1.4% | +20.6% | +19.5% |
| 30D | -17.2% | +24.6% | -41.8% | -21.2% |
| 3M | -8.1% | +38.4% | -46.6% | -14.8% |
| 6M | -8.1% | +15.3% | -23.4% | -12.1% |
| YTD | -16.3% | +12.7% | -29.0% | -20.1% |
| 1Y | -24.1% | +32.7% | -56.8% | -30.5% |
| 3Y | +300.2% | +43.7% | +256.5% | +234.6% |
| 5Y | +645.9% | -69.2% | +715.1% | +838.6% |
| All | +1,179.1% | -50.3% | +1,229.4% | +1,272.8% |
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