+417.3%
LIN vs VFC
-44.8%
+462.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.5% |
| 7D | +0.1% | +7.7% | -7.6% | -1.2% |
| 30D | +7.6% | +39.2% | -31.6% | +1.5% |
| 3M | +6.5% | +40.3% | -33.7% | +0.2% |
| 6M | +6.2% | +11.4% | -5.2% | +3.2% |
| YTD | +23.2% | +17.5% | +5.7% | +17.8% |
| 1Y | +25.4% | +45.9% | -20.5% | +14.9% |
| 3Y | +38.3% | +47.3% | -9.0% | +13.7% |
| 5Y | +64.4% | -67.2% | +131.6% | +110.5% |
| 10Y | +417.3% | -46.1% | +463.4% | +466.0% |
| All | +417.3% | -44.8% | +462.1% | +466.0% |
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