+65.5%
VZ vs VFC
-44.8%
+110.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.6% |
| 7D | +2.2% | +7.7% | -5.4% | +1.5% |
| 30D | +10.6% | +39.2% | -28.6% | +7.3% |
| 3M | -0.6% | +40.3% | -40.9% | -3.7% |
| 6M | +0.7% | +11.4% | -10.6% | -0.6% |
| YTD | +20.6% | +17.5% | +3.1% | +17.9% |
| 1Y | +22.7% | +45.9% | -23.1% | +17.3% |
| 3Y | +57.2% | +47.3% | +9.9% | +40.7% |
| 5Y | +21.4% | -67.2% | +88.6% | +36.0% |
| 10Y | +65.5% | -46.1% | +111.6% | +61.9% |
| All | +65.5% | -44.8% | +110.3% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling