+25.5%
VZ vs VFC
-79.1%
+104.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.8% |
| 6M | +1.1% | -27.4% | +28.4% | +2.6% |
| YTD | +29.3% | -24.8% | +54.1% | +30.7% |
| 1Y | +21.2% | -8.2% | +29.5% | +20.9% |
| 3Y | +75.9% | -29.1% | +105.0% | +72.7% |
| All | +25.5% | -79.1% | +104.5% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling