+116.5%
ORLY vs VFC
-79.4%
+196.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -2.1% | -3.3% | +1.1% | -2.0% |
| 30D | -7.6% | -14.0% | +6.4% | -7.1% |
| 3M | -5.5% | -22.6% | +17.1% | -4.6% |
| 6M | -9.7% | -24.7% | +15.0% | -8.8% |
| YTD | -6.2% | -29.0% | +22.7% | -5.2% |
| 1Y | -18.6% | -13.8% | -4.9% | -18.4% |
| 3Y | +33.8% | -28.2% | +62.1% | +32.7% |
| 5Y | +116.5% | -79.0% | +195.5% | +169.4% |
| All | +116.5% | -79.4% | +196.0% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling