+718.4%
VTV vs VFC
+141.4%
+577.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +0.1% | -11.9% | +12.1% | +3.7% |
| 3M | +6.2% | -20.2% | +26.4% | +11.8% |
| 6M | +13.5% | -23.0% | +36.5% | +19.8% |
| YTD | +18.9% | -26.2% | +45.1% | +26.4% |
| 1Y | +25.8% | -13.3% | +39.1% | +26.0% |
| 3Y | +68.7% | -25.5% | +94.2% | +51.6% |
| 5Y | +80.3% | -78.1% | +158.4% | +149.3% |
| 10Y | +226.3% | -68.8% | +295.1% | +254.0% |
| All | +718.4% | +141.4% | +577.0% | +264.4% |
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