+922.6%
VLO vs VFC
-68.7%
+991.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.1% | +3.8% |
| 7D | +5.8% | +0.8% | +4.9% | +5.5% |
| 30D | +28.3% | -11.9% | +40.3% | +32.9% |
| 3M | +48.7% | -20.2% | +68.9% | +56.0% |
| 6M | +71.9% | -23.0% | +94.9% | +79.3% |
| YTD | +138.7% | -26.2% | +164.9% | +151.1% |
| 1Y | +148.5% | -13.3% | +161.8% | +144.5% |
| 3Y | +192.7% | -25.5% | +218.1% | +153.3% |
| 5Y | +601.6% | -78.1% | +679.7% | +1,049.2% |
| All | +922.6% | -68.7% | +991.3% | +1,322.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling