+213.7%
VT vs VFC
-46.8%
+260.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.3% | +11.2% | -13.5% | -4.4% |
| 30D | -5.0% | +41.5% | -46.5% | -11.5% |
| 3M | -4.9% | +38.9% | -43.8% | -11.2% |
| 6M | -1.5% | +6.1% | -7.7% | -3.7% |
| YTD | +8.5% | +14.5% | -6.1% | +3.8% |
| 1Y | +11.4% | +46.0% | -34.6% | +1.0% |
| 3Y | +70.1% | +36.4% | +33.7% | +41.3% |
| 5Y | +53.7% | -67.5% | +121.3% | +93.2% |
| All | +213.7% | -46.8% | +260.5% | +244.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling