+0.1%
VT vs VFC
+11.1%
-10.9%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.8% |
| 7D | -4.2% | +10.9% | -15.0% | -5.1% |
| 30D | -5.8% | +40.6% | -46.4% | -9.1% |
| 3M | -5.2% | +34.4% | -39.7% | -8.2% |
| 6M | +0.1% | +12.3% | -12.2% | -1.8% |
| All | +0.1% | +11.1% | -10.9% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling