+35,474.9%
LOW vs VFC
+845.1%
+34,629.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.4% |
| 7D | -1.7% | -1.6% | -0.1% | -1.2% |
| 30D | -7.0% | -11.6% | +4.6% | -3.0% |
| 3M | -0.9% | -18.1% | +17.2% | +5.2% |
| 6M | -20.1% | -27.4% | +7.3% | -12.0% |
| YTD | -13.9% | -24.8% | +10.9% | -6.8% |
| 1Y | -21.1% | -8.2% | -12.9% | -21.7% |
| 3Y | -6.6% | -29.1% | +22.5% | -14.2% |
| 5Y | +9.4% | -79.2% | +88.5% | +59.0% |
| 10Y | +220.5% | -68.1% | +288.6% | +260.6% |
| All | +35,474.9% | +845.1% | +34,629.7% | +11,693.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling