-13.8%
VFC vs LEN
-42.7%
+28.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | +0.7% |
| 7D | -3.3% | -7.8% | +4.5% | +1.8% |
| 30D | -14.0% | -11.0% | -3.0% | -7.3% |
| 3M | -22.6% | -12.8% | -9.8% | -15.5% |
| 6M | -24.7% | -20.2% | -4.5% | -13.7% |
| YTD | -29.0% | -23.0% | -5.9% | -19.6% |
| 1Y | -13.8% | -41.8% | +28.0% | +21.5% |
| All | -13.8% | -42.7% | +28.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling