+11.4%
VT vs VFC
+41.4%
-30.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.3% | +11.2% | -13.5% | -3.7% |
| 30D | -5.0% | +41.5% | -46.5% | -9.5% |
| 3M | -4.9% | +38.9% | -43.8% | -9.3% |
| 6M | -1.5% | +6.1% | -7.7% | -2.7% |
| YTD | +8.5% | +14.5% | -6.1% | +5.1% |
| 1Y | +11.4% | +46.0% | -34.6% | +4.9% |
| All | +11.4% | +41.4% | -30.0% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling