+42.2%
LUV vs VFC
-25.2%
+67.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -2.9% | +0.1% |
| 7D | -1.0% | -1.4% | +0.4% | -0.6% |
| 30D | -12.4% | -9.0% | -3.4% | -9.8% |
| 3M | -11.0% | -24.2% | +13.2% | -3.7% |
| 6M | -5.0% | -18.5% | +13.5% | +0.6% |
| YTD | -3.8% | -25.9% | +22.1% | +4.7% |
| 1Y | +25.9% | -13.0% | +38.9% | +30.3% |
| 3Y | +42.2% | -20.3% | +62.6% | +33.9% |
| All | +42.2% | -25.2% | +67.5% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling