+65.5%
VZ vs VFC
-46.8%
+112.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | +2.1% | +11.2% | -9.1% | +1.1% |
| 30D | +1.4% | +41.5% | -40.1% | -1.8% |
| 3M | -1.3% | +38.9% | -40.2% | -4.3% |
| 6M | -0.5% | +6.1% | -6.7% | -1.5% |
| YTD | +19.6% | +14.5% | +5.1% | +17.2% |
| 1Y | +22.4% | +46.0% | -23.6% | +17.0% |
| 3Y | +55.9% | +36.4% | +19.5% | +41.0% |
| 5Y | +20.4% | -67.5% | +87.9% | +34.9% |
| All | +65.5% | -46.8% | +112.4% | +62.6% |
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