+348.0%
VT vs VFC
+97.2%
+250.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.3% |
| 7D | -4.2% | +10.9% | -15.0% | -6.9% |
| 30D | -5.8% | +40.6% | -46.4% | -14.5% |
| 3M | -5.2% | +34.4% | -39.7% | -13.1% |
| 6M | +0.1% | +12.3% | -12.2% | -4.6% |
| YTD | +8.2% | +14.4% | -6.1% | +1.7% |
| 1Y | +10.1% | +40.6% | -30.5% | -3.0% |
| 3Y | +69.7% | +40.1% | +29.5% | +28.6% |
| 5Y | +53.4% | -67.6% | +121.0% | +94.7% |
| 10Y | +219.2% | -45.9% | +265.1% | +186.0% |
| All | +348.0% | +97.2% | +250.8% | +81.7% |
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