+32.7%
VFC vs LEN
-31.8%
+64.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -1.1% |
| 7D | -1.4% | -8.7% | +7.3% | +3.7% |
| 30D | +24.6% | +11.6% | +13.1% | +15.9% |
| 3M | +38.4% | -1.3% | +39.7% | +38.1% |
| 6M | +15.3% | -1.4% | +16.7% | +15.2% |
| YTD | +12.7% | -16.9% | +29.6% | +18.8% |
| 1Y | +32.7% | -31.2% | +63.8% | +66.0% |
| All | +32.7% | -31.8% | +64.5% | +66.0% |
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