+69.7%
VT vs VFC
+39.3%
+30.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.7% |
| 7D | -4.2% | +10.9% | -15.0% | -5.3% |
| 30D | -5.8% | +40.6% | -46.4% | -9.6% |
| 3M | -5.2% | +34.4% | -39.7% | -8.7% |
| 6M | +0.1% | +12.3% | -12.2% | -1.8% |
| YTD | +8.2% | +14.4% | -6.1% | +5.6% |
| 1Y | +10.1% | +40.6% | -30.5% | +4.8% |
| All | +69.7% | +39.3% | +30.4% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling