+7.8%
LOW vs VFC
-78.7%
+86.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -0.6% | -2.3% | +1.7% | -0.1% |
| 30D | -9.3% | -13.4% | +4.1% | -6.5% |
| 3M | -8.1% | -23.7% | +15.6% | -3.2% |
| 6M | -19.8% | -24.5% | +4.7% | -15.5% |
| YTD | -16.4% | -27.8% | +11.5% | -11.4% |
| 1Y | -24.7% | -13.5% | -11.2% | -23.6% |
| 3Y | -8.8% | -27.1% | +18.3% | -11.8% |
| 5Y | +7.8% | -79.0% | +86.8% | +61.5% |
| All | +7.8% | -78.7% | +86.5% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling