+53,560.1%
ORLY vs VFC
+439.8%
+53,120.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | -1.0% | -2.3% | +1.3% | -0.4% |
| 30D | -6.7% | -13.4% | +6.7% | -3.3% |
| 3M | -3.8% | -23.7% | +19.9% | +2.0% |
| 6M | -9.0% | -24.5% | +15.4% | -3.8% |
| YTD | -5.6% | -27.8% | +22.2% | +0.3% |
| 1Y | -19.5% | -13.5% | -6.0% | -19.6% |
| 3Y | +34.7% | -27.1% | +61.8% | +20.3% |
| 5Y | +118.0% | -79.0% | +197.1% | +186.7% |
| 10Y | +364.1% | -68.7% | +432.8% | +382.0% |
| All | +53,560.1% | +439.8% | +53,120.3% | +21,222.1% |
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