-24.1%
VST vs VFC
+36.5%
-60.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.7% | +1.0% |
| 7D | +19.2% | -1.4% | +20.6% | +19.3% |
| 30D | -17.2% | +24.6% | -41.8% | -18.6% |
| 3M | -8.1% | +38.4% | -46.6% | -10.8% |
| 6M | -8.1% | +15.3% | -23.4% | -9.7% |
| YTD | -16.3% | +12.7% | -29.0% | -18.4% |
| 1Y | -24.1% | +32.7% | -56.8% | -23.7% |
| All | -24.1% | +36.5% | -60.6% | -23.7% |
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