+420.5%
VUG vs VFC
-69.4%
+489.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.6% |
| 30D | -1.7% | -13.4% | +11.7% | +1.3% |
| 3M | +2.8% | -23.7% | +26.5% | +8.1% |
| 6M | +13.6% | -24.5% | +38.1% | +19.2% |
| YTD | +8.1% | -27.8% | +35.9% | +14.1% |
| 1Y | +13.1% | -13.5% | +26.5% | +13.5% |
| 3Y | +87.0% | -27.1% | +114.1% | +76.2% |
| 5Y | +76.0% | -79.0% | +155.0% | +143.3% |
| 10Y | +420.5% | -68.7% | +489.2% | +538.2% |
| All | +420.5% | -69.4% | +489.9% | +538.2% |
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 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