+897.3%
VST vs VFC
-48.1%
+945.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.2% | -5.5% |
| 7D | -19.9% | +10.9% | -30.8% | -21.8% |
| 30D | -29.7% | +40.6% | -70.3% | -34.9% |
| 3M | -19.6% | +34.4% | -54.0% | -24.9% |
| 6M | -29.4% | +12.3% | -41.7% | -32.1% |
| YTD | -29.7% | +14.4% | -44.1% | -33.2% |
| 1Y | -40.0% | +40.6% | -80.7% | -45.9% |
| 3Y | +231.0% | +40.1% | +190.9% | +178.6% |
| 5Y | +500.1% | -67.6% | +567.6% | +642.8% |
| 10Y | +1,004.2% | -45.9% | +1,050.1% | +1,074.0% |
| All | +897.3% | -48.1% | +945.4% | +954.9% |
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 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