+53.1%
LLY vs VFC
-11.5%
+64.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -2.0% |
| 7D | -3.1% | +0.8% | -4.0% | -3.2% |
| 30D | -5.1% | -11.9% | +6.9% | -3.8% |
| 3M | -2.1% | -20.2% | +18.1% | 0.0% |
| 6M | +13.8% | -23.0% | +36.8% | +16.6% |
| YTD | +5.1% | -26.2% | +31.3% | +7.8% |
| 1Y | +53.1% | -13.3% | +66.4% | +56.7% |
| All | +53.1% | -11.5% | +64.6% | +56.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling