+7.1%
LOW vs VFC
-68.3%
+75.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.6% |
| 7D | +1.4% | +1.6% | -0.2% | +1.1% |
| 30D | +21.7% | +25.5% | -3.8% | +16.0% |
| 3M | +5.0% | +41.3% | -36.3% | -2.6% |
| 6M | +4.6% | +22.2% | -17.6% | -0.5% |
| YTD | -3.5% | +16.4% | -19.9% | -7.7% |
| 1Y | +0.5% | +38.4% | -37.9% | -7.3% |
| 3Y | +24.8% | +56.2% | -31.4% | +1.8% |
| All | +7.1% | -68.3% | +75.4% | +58.4% |
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