-9.5%
LVS vs VFC
-48.6%
+39.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +1.6% |
| 7D | -0.8% | +1.6% | -2.5% | -1.4% |
| 30D | +10.0% | +25.5% | -15.5% | +2.1% |
| 3M | -11.0% | +41.3% | -52.3% | -20.7% |
| 6M | -20.1% | +22.2% | -42.4% | -26.6% |
| YTD | -36.3% | +16.4% | -52.7% | -41.1% |
| 1Y | -36.8% | +38.4% | -75.3% | -45.2% |
| 3Y | -9.5% | +56.2% | -65.8% | -36.7% |
| 5Y | +9.3% | -68.2% | +77.5% | +61.2% |
| All | -9.5% | -48.6% | +39.2% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling