+1,190.7%
VUG vs VFC
+284.5%
+906.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.1% |
| 7D | +0.5% | +7.7% | -7.2% | -1.5% |
| 30D | -8.2% | +39.2% | -47.4% | -16.5% |
| 3M | -5.4% | +40.3% | -45.7% | -14.4% |
| 6M | -2.5% | +11.4% | -13.9% | -6.9% |
| YTD | +4.2% | +17.5% | -13.3% | -2.9% |
| 1Y | +5.0% | +45.9% | -40.8% | -8.5% |
| 3Y | +81.7% | +47.3% | +34.4% | +36.9% |
| 5Y | +62.5% | -67.2% | +129.7% | +102.4% |
| 10Y | +396.3% | -46.1% | +442.4% | +360.8% |
| All | +1,190.7% | +284.5% | +906.1% | +427.2% |
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 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