+227.5%
LOW vs VFC
-69.1%
+296.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.2% | -1.1% |
| 7D | -3.7% | -1.4% | -2.3% | -3.4% |
| 30D | -8.9% | -9.0% | +0.1% | -6.6% |
| 3M | -10.4% | -24.2% | +13.8% | -4.2% |
| 6M | -19.4% | -18.5% | -0.9% | -15.7% |
| YTD | -17.1% | -25.9% | +8.8% | -11.5% |
| 1Y | -26.3% | -13.0% | -13.3% | -25.4% |
| 3Y | -9.9% | -20.3% | +10.4% | -17.9% |
| 5Y | +6.1% | -78.1% | +84.2% | +54.9% |
| All | +227.5% | -69.1% | +296.6% | +293.7% |
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 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