+789.7%
VFC vs LEN
+10,533.4%
-9,743.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | -11.6% | -4.9% | -6.7% | -10.5% |
| 3M | -18.1% | -8.5% | -9.6% | -16.0% |
| 6M | -27.4% | -20.7% | -6.7% | -22.7% |
| YTD | -24.8% | -17.4% | -7.4% | -21.1% |
| 1Y | -8.2% | -38.2% | +30.0% | +3.8% |
| 3Y | -29.1% | -24.9% | -4.2% | -23.2% |
| 5Y | -79.2% | -11.4% | -67.7% | -78.4% |
| 10Y | -68.1% | +110.0% | -178.1% | -73.9% |
| All | +789.7% | +10,533.4% | -9,743.7% | +217.8% |
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