+1,234.3%
VFC vs LEN
+10,602.5%
-9,368.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.1% |
| 7D | -1.4% | -8.7% | +7.3% | +0.9% |
| 30D | +24.6% | +11.6% | +13.1% | +20.9% |
| 3M | +38.4% | -1.3% | +39.7% | +38.4% |
| 6M | +15.3% | -1.4% | +16.7% | +15.5% |
| YTD | +12.7% | -16.9% | +29.6% | +17.7% |
| 1Y | +32.7% | -31.2% | +63.8% | +45.5% |
| 3Y | +43.7% | -25.6% | +69.3% | +55.9% |
| 5Y | -69.2% | -13.3% | -55.9% | -68.0% |
| 10Y | -50.0% | +138.4% | -188.4% | -60.2% |
| All | +1,234.3% | +10,602.5% | -9,368.3% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling