+1,112.0%
VST vs VFC
-46.8%
+1,158.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.4% | +10.5% |
| 7D | -9.8% | +11.2% | -21.0% | -12.0% |
| 30D | -25.1% | +41.5% | -66.7% | -30.8% |
| 3M | -11.6% | +38.9% | -50.5% | -18.0% |
| 6M | -20.9% | +6.1% | -27.1% | -23.0% |
| YTD | -22.3% | +14.5% | -36.8% | -26.2% |
| 1Y | -32.0% | +46.0% | -78.0% | -39.1% |
| 3Y | +262.4% | +36.4% | +226.0% | +207.0% |
| 5Y | +563.4% | -67.5% | +630.9% | +722.0% |
| All | +1,112.0% | -46.8% | +1,158.8% | +1,185.0% |
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 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