+357.8%
VFC vs LII
+2,734.1%
-2,376.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | +11.2% | -0.6% | +11.8% | +11.5% |
| 30D | +41.5% | -4.6% | +46.1% | +43.5% |
| 3M | +38.9% | -21.2% | +60.2% | +51.2% |
| 6M | +6.1% | -36.4% | +42.6% | +25.0% |
| YTD | +14.5% | -28.9% | +43.5% | +29.0% |
| 1Y | +46.0% | -29.5% | +75.5% | +65.1% |
| 3Y | +36.4% | -8.6% | +45.0% | +41.8% |
| 5Y | -67.5% | +20.2% | -87.7% | -69.6% |
| 10Y | -45.8% | +166.2% | -212.1% | -60.1% |
| All | +357.8% | +2,734.1% | -2,376.4% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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