+96.3%
VTR vs VFC
-69.1%
+165.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.5% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | +1.1% | -9.0% | +10.1% | +3.2% |
| 3M | +7.9% | -24.2% | +32.1% | +13.8% |
| 6M | +6.2% | -18.5% | +24.7% | +9.1% |
| YTD | +17.7% | -25.9% | +43.6% | +22.9% |
| 1Y | +32.9% | -13.0% | +45.9% | +31.4% |
| 3Y | +129.7% | -20.3% | +150.0% | +99.7% |
| 5Y | +89.3% | -78.1% | +167.4% | +183.7% |
| All | +96.3% | -69.1% | +165.4% | +162.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling