+954.4%
VTI vs VFC
+196.6%
+757.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -1.1% | -11.9% | +10.8% | +2.6% |
| 3M | +3.9% | -20.2% | +24.1% | +9.8% |
| 6M | +14.6% | -23.0% | +37.6% | +21.6% |
| YTD | +13.3% | -26.2% | +39.5% | +21.0% |
| 1Y | +19.2% | -13.3% | +32.5% | +19.4% |
| 3Y | +77.4% | -25.5% | +102.9% | +59.7% |
| 5Y | +74.0% | -78.1% | +152.1% | +141.9% |
| 10Y | +294.6% | -68.8% | +363.4% | +332.2% |
| All | +954.4% | +196.6% | +757.8% | +277.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling