+2,049.9%
LLY vs VFC
-47.4%
+2,097.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.4% | -1.4% | +2.7% | +1.5% |
| 30D | +21.5% | +30.7% | -9.2% | +18.4% |
| 3M | +18.5% | +40.6% | -22.2% | +14.5% |
| 6M | +49.1% | +16.5% | +32.6% | +46.2% |
| YTD | +34.4% | +16.2% | +18.2% | +31.4% |
| 1Y | +46.3% | +42.4% | +3.9% | +40.1% |
| 3Y | +145.5% | +48.1% | +97.4% | +125.4% |
| 5Y | +472.7% | -67.8% | +540.5% | +545.1% |
| 10Y | +2,049.9% | -48.5% | +2,098.4% | +2,156.3% |
| All | +2,049.9% | -47.4% | +2,097.4% | +2,156.3% |
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