+1,474.1%
VTR vs VFC
+225.5%
+1,248.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.1% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -3.7% | -11.9% | +8.2% | -0.1% |
| 3M | +13.5% | -20.2% | +33.7% | +19.7% |
| 6M | +7.2% | -23.0% | +30.2% | +13.1% |
| YTD | +17.6% | -26.2% | +43.8% | +24.6% |
| 1Y | +35.4% | -13.3% | +48.7% | +33.8% |
| 3Y | +132.8% | -25.5% | +158.3% | +102.6% |
| 5Y | +88.7% | -78.1% | +166.8% | +157.0% |
| 10Y | +87.6% | -68.8% | +156.4% | +112.8% |
| All | +1,474.1% | +225.5% | +1,248.5% | +706.8% |
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