+417.5%
LIN vs VFC
-46.8%
+464.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +0.2% | +11.2% | -11.0% | -1.7% |
| 30D | +6.5% | +41.5% | -35.1% | +0.1% |
| 3M | +5.5% | +38.9% | -33.5% | -0.6% |
| 6M | +3.3% | +6.1% | -2.8% | +1.3% |
| YTD | +22.0% | +14.5% | +7.5% | +17.2% |
| 1Y | +25.7% | +46.0% | -20.2% | +15.2% |
| 3Y | +36.2% | +36.4% | -0.1% | +14.1% |
| 5Y | +66.1% | -67.5% | +133.6% | +112.4% |
| All | +417.5% | -46.8% | +464.3% | +469.6% |
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