+26.2%
VTV vs VFC
-6.8%
+33.1%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | +0.5% | -1.6% | +2.1% | +0.7% |
| 30D | +1.1% | -11.6% | +12.7% | +2.5% |
| 3M | +5.9% | -18.1% | +24.0% | +7.8% |
| 6M | +11.6% | -27.4% | +39.0% | +14.7% |
| YTD | +19.8% | -24.8% | +44.6% | +22.4% |
| 1Y | +26.2% | -8.2% | +34.4% | +25.2% |
| All | +26.2% | -6.8% | +33.1% | +25.2% |
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