-79.1%
VFC vs LEN
-13.7%
-65.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | 0.0% |
| 7D | -4.0% | -7.8% | +3.8% | +0.9% |
| 30D | -14.6% | -11.0% | -3.6% | -8.3% |
| 3M | -23.1% | -12.8% | -10.3% | -16.3% |
| 6M | -25.2% | -20.2% | -5.0% | -14.3% |
| YTD | -29.5% | -23.0% | -6.4% | -18.4% |
| 1Y | -14.4% | -41.8% | +27.4% | +17.8% |
| 3Y | -28.7% | -28.8% | +0.1% | -15.0% |
| 5Y | -79.1% | -12.6% | -66.5% | -79.2% |
| All | -79.1% | -13.7% | -65.5% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling