+62.5%
VUG vs VFC
-67.1%
+129.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.3% |
| 7D | +0.5% | +7.7% | -7.2% | -0.7% |
| 30D | -8.2% | +39.2% | -47.4% | -13.3% |
| 3M | -5.4% | +40.3% | -45.7% | -11.0% |
| 6M | -2.5% | +11.4% | -13.9% | -5.1% |
| YTD | +4.2% | +17.5% | -13.3% | 0.0% |
| 1Y | +5.0% | +45.9% | -40.8% | -3.2% |
| 3Y | +81.7% | +47.3% | +34.4% | +53.6% |
| 5Y | +62.5% | -67.2% | +129.7% | +143.4% |
| All | +62.5% | -67.1% | +129.6% | +143.4% |
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 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