+1,545.2%
LLY vs VFC
-69.1%
+1,614.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -3.9% |
| 3M | -2.1% | -20.2% | +18.1% | -0.2% |
| 6M | +13.8% | -23.0% | +36.8% | +16.2% |
| YTD | +5.1% | -26.2% | +31.3% | +7.5% |
| 1Y | +53.1% | -13.3% | +66.4% | +53.6% |
| 3Y | +95.6% | -25.5% | +121.1% | +92.2% |
| 5Y | +361.5% | -78.1% | +439.6% | +437.6% |
| 10Y | +1,545.2% | -68.8% | +1,614.0% | +1,708.3% |
| All | +1,545.2% | -69.1% | +1,614.3% | +1,708.3% |
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