+4,394.1%
LUV vs VFC
+831.9%
+3,562.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -2.9% | -0.2% |
| 7D | -1.0% | -1.4% | +0.4% | -0.5% |
| 30D | -12.4% | -9.0% | -3.4% | -9.2% |
| 3M | -11.0% | -24.2% | +13.2% | -1.9% |
| 6M | -5.0% | -18.5% | +13.5% | +1.8% |
| YTD | -3.8% | -25.9% | +22.1% | +6.7% |
| 1Y | +25.9% | -13.0% | +38.9% | +30.1% |
| 3Y | +42.2% | -20.3% | +62.6% | +30.9% |
| 5Y | -10.8% | -78.1% | +67.3% | +33.3% |
| 10Y | +19.0% | -67.9% | +86.8% | +47.7% |
| All | +4,394.1% | +831.9% | +3,562.2% | +1,608.2% |
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