+5.1%
VUG vs VFC
+37.3%
-32.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.2% | -1.3% |
| 7D | +2.5% | +1.6% | +0.9% | +2.3% |
| 30D | -6.3% | +25.5% | -31.8% | -9.0% |
| 3M | -6.0% | +41.3% | -47.3% | -10.5% |
| 6M | -3.5% | +22.2% | -25.8% | -6.7% |
| YTD | +3.9% | +16.4% | -12.5% | +0.8% |
| 1Y | +5.1% | +38.4% | -33.3% | +0.5% |
| All | +5.1% | +37.3% | -32.2% | +0.5% |
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