+1,250.4%
VUG vs VFC
+146.0%
+1,104.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.1% |
| 7D | -0.1% | -1.6% | +1.5% | +0.3% |
| 30D | -0.3% | -11.6% | +11.3% | +3.1% |
| 3M | -0.7% | -18.1% | +17.4% | +3.9% |
| 6M | +14.6% | -27.4% | +42.0% | +23.3% |
| YTD | +9.0% | -24.8% | +33.8% | +15.5% |
| 1Y | +14.9% | -8.2% | +23.1% | +13.3% |
| 3Y | +86.0% | -29.1% | +115.2% | +72.4% |
| 5Y | +76.7% | -79.2% | +155.9% | +149.8% |
| 10Y | +411.3% | -68.1% | +479.4% | +456.6% |
| All | +1,250.4% | +146.0% | +1,104.5% | +527.0% |
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