+76.3%
VUG vs VFC
-78.3%
+154.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +0.9% | +0.8% | 0.0% | +0.7% |
| 30D | -1.4% | -11.9% | +10.5% | +0.7% |
| 3M | +2.3% | -20.2% | +22.5% | +5.7% |
| 6M | +15.7% | -23.0% | +38.7% | +19.9% |
| YTD | +8.6% | -26.2% | +34.8% | +13.1% |
| 1Y | +14.1% | -13.3% | +27.4% | +14.5% |
| 3Y | +87.9% | -25.5% | +113.4% | +80.9% |
| 5Y | +76.3% | -78.1% | +154.4% | +166.3% |
| All | +76.3% | -78.3% | +154.6% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling