-8.4%
VST vs VFC
-28.1%
+19.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +3.2% |
| 7D | +8.9% | -1.6% | +10.5% | +9.1% |
| 30D | +6.2% | -11.6% | +17.8% | +8.0% |
| 3M | -2.7% | -18.1% | +15.4% | -0.7% |
| 6M | -8.4% | -27.4% | +19.0% | -6.7% |
| All | -8.4% | -28.1% | +19.8% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling