+1,466.8%
VTR vs VFC
+413.6%
+1,053.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.1% | -1.8% |
| 7D | +0.2% | +1.6% | -1.4% | -0.3% |
| 30D | +5.5% | +25.5% | -20.0% | -1.6% |
| 3M | -0.9% | +41.3% | -42.2% | -11.1% |
| 6M | -0.4% | +22.2% | -22.6% | -8.0% |
| YTD | +17.0% | +16.4% | +0.6% | +7.8% |
| 1Y | +18.0% | +38.4% | -20.5% | +2.0% |
| 3Y | +127.4% | +56.2% | +71.1% | +57.7% |
| 5Y | +92.3% | -68.2% | +160.4% | +136.0% |
| 10Y | +129.6% | -48.4% | +177.9% | +122.6% |
| All | +1,466.8% | +413.6% | +1,053.2% | +598.0% |
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 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