-68.7%
VFC price history and return analytics
+222.7%
-291.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.3% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | -13.4% | -0.7% | -12.7% | -12.5% |
| 3M | -23.7% | +4.0% | -27.7% | -27.5% |
| 6M | -24.5% | +12.3% | -36.7% | -35.6% |
| YTD | -27.8% | +14.0% | -41.9% | -39.6% |
| 1Y | -13.5% | +20.3% | -33.8% | -32.5% |
| 3Y | -27.1% | +75.4% | -102.5% | -63.5% |
| 5Y | -79.0% | +66.0% | -145.0% | -88.6% |
| 10Y | -68.7% | +228.2% | -296.9% | -91.4% |
| All | -68.7% | +222.7% | -291.4% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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