+601.6%
VLO vs VFC
-78.3%
+679.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.1% | +3.5% |
| 7D | +5.8% | +0.8% | +4.9% | +5.7% |
| 30D | +28.3% | -11.9% | +40.3% | +30.1% |
| 3M | +48.7% | -20.2% | +68.9% | +51.6% |
| 6M | +71.9% | -23.0% | +94.9% | +74.8% |
| YTD | +138.7% | -26.2% | +164.9% | +143.7% |
| 1Y | +148.5% | -13.3% | +161.8% | +146.8% |
| 3Y | +192.7% | -25.5% | +218.1% | +181.1% |
| 5Y | +601.6% | -78.1% | +679.7% | +814.3% |
| All | +601.6% | -78.3% | +679.9% | +814.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling