+39,776.7%
LOW vs VFC
+1,363.4%
+38,413.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -1.0% |
| 7D | +1.4% | +1.6% | -0.2% | +0.8% |
| 30D | +21.7% | +25.5% | -3.8% | +12.4% |
| 3M | +5.0% | +41.3% | -36.3% | -7.2% |
| 6M | +4.6% | +22.2% | -17.6% | -3.8% |
| YTD | -3.5% | +16.4% | -19.9% | -10.5% |
| 1Y | +0.5% | +38.4% | -37.9% | -12.7% |
| 3Y | +24.8% | +56.2% | -31.4% | -12.3% |
| 5Y | +6.5% | -68.2% | +74.6% | +33.9% |
| 10Y | +294.6% | -48.4% | +342.9% | +273.6% |
| All | +39,776.7% | +1,363.4% | +38,413.3% | +11,225.6% |
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