+228.7%
VTV vs VFC
-69.1%
+297.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | -0.1% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | -1.0% | -9.0% | +7.9% | +0.8% |
| 3M | +4.6% | -24.2% | +28.8% | +9.8% |
| 6M | +13.5% | -18.5% | +32.0% | +16.7% |
| YTD | +18.5% | -25.9% | +44.4% | +23.8% |
| 1Y | +22.9% | -13.0% | +35.9% | +23.1% |
| 3Y | +67.8% | -20.3% | +88.2% | +53.7% |
| 5Y | +81.8% | -78.1% | +159.9% | +149.3% |
| All | +228.7% | -69.1% | +297.8% | +293.8% |
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 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