-4.4%
LVS vs VFC
-25.6%
+21.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | -3.9% | -11.9% | +8.0% | -1.6% |
| 3M | -12.9% | -20.2% | +7.3% | -9.8% |
| 6M | -16.9% | -23.0% | +6.0% | -13.5% |
| YTD | -31.2% | -26.2% | -5.0% | -28.1% |
| 1Y | -16.4% | -13.3% | -3.1% | -15.8% |
| All | -4.4% | -25.6% | +21.2% | -10.4% |
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