+99.9%
VLO vs VFC
+41.4%
+58.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.8% |
| 7D | -9.5% | +3.5% | -13.0% | -9.1% |
| 30D | -19.1% | +38.3% | -57.4% | -16.3% |
| 3M | +11.4% | +40.2% | -28.8% | +15.6% |
| 6M | +46.7% | +10.6% | +36.1% | +50.3% |
| YTD | +118.6% | +16.7% | +101.9% | +125.1% |
| 1Y | +99.9% | +45.0% | +54.9% | +100.0% |
| All | +99.9% | +41.4% | +58.5% | +100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling