+21.2%
VZ vs VFC
-6.8%
+28.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | +7.9% | -11.6% | +19.5% | +8.6% |
| 3M | +13.6% | -18.1% | +31.8% | +15.0% |
| 6M | +1.1% | -27.4% | +28.4% | +2.3% |
| YTD | +29.3% | -24.8% | +54.1% | +30.0% |
| 1Y | +21.2% | -8.2% | +29.5% | +19.8% |
| All | +21.2% | -6.8% | +28.1% | +19.8% |
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