+227.8%
VST vs VFC
+39.3%
+188.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.2% | -5.7% |
| 7D | -19.9% | +10.9% | -30.8% | -21.4% |
| 30D | -29.7% | +40.6% | -70.3% | -34.0% |
| 3M | -19.6% | +34.4% | -54.0% | -24.0% |
| 6M | -29.4% | +12.3% | -41.7% | -31.6% |
| YTD | -29.7% | +14.4% | -44.1% | -32.6% |
| 1Y | -40.0% | +40.6% | -80.7% | -44.9% |
| All | +227.8% | +39.3% | +188.5% | +208.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling