+32.9%
VTR vs VFC
-10.6%
+43.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.3% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +1.1% | -9.0% | +10.1% | +0.8% |
| 3M | +7.9% | -24.2% | +32.1% | +7.2% |
| 6M | +6.2% | -18.5% | +24.7% | +5.3% |
| YTD | +17.7% | -25.9% | +43.6% | +16.2% |
| 1Y | +32.9% | -13.0% | +45.9% | +33.0% |
| All | +32.9% | -10.6% | +43.5% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling