+30.0%
LIN vs VFC
-28.0%
+58.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.1% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | -2.4% | -11.6% | +9.2% | -1.7% |
| 3M | -5.6% | -18.1% | +12.5% | -4.6% |
| 6M | -3.4% | -27.4% | +24.0% | -1.8% |
| YTD | +13.1% | -24.8% | +37.9% | +14.6% |
| 1Y | +2.5% | -8.2% | +10.7% | +2.2% |
| All | +30.0% | -28.0% | +58.1% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling