+1,216.9%
VST vs VFC
-65.9%
+1,282.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +3.0% |
| 7D | +8.9% | -1.6% | +10.5% | +9.3% |
| 30D | +6.2% | -11.6% | +17.8% | +9.0% |
| 3M | -2.7% | -18.1% | +15.4% | +0.8% |
| 6M | -8.4% | -27.4% | +19.0% | -3.1% |
| YTD | -7.2% | -24.8% | +17.6% | -3.0% |
| 1Y | -20.9% | -8.2% | -12.7% | -21.7% |
| 3Y | +384.0% | -29.1% | +413.1% | +373.0% |
| 5Y | +757.1% | -79.2% | +836.2% | +1,072.2% |
| All | +1,216.9% | -65.9% | +1,282.7% | +1,431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling