+608.4%
VST vs VFC
-68.3%
+676.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -1.6% |
| 7D | +6.6% | +1.6% | +5.0% | +6.3% |
| 30D | -12.4% | +25.5% | -37.9% | -15.8% |
| 3M | -9.0% | +41.3% | -50.3% | -14.4% |
| 6M | -6.4% | +22.2% | -28.7% | -10.4% |
| YTD | -17.2% | +16.4% | -33.6% | -20.5% |
| 1Y | -22.0% | +38.4% | -60.4% | -27.6% |
| 3Y | +296.7% | +56.2% | +240.4% | +252.5% |
| All | +608.4% | -68.3% | +676.7% | +759.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling