+223.1%
VLO vs VFC
+42.8%
+180.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.8% |
| 7D | -6.5% | +7.7% | -14.2% | -7.1% |
| 30D | -17.8% | +39.2% | -57.0% | -20.2% |
| 3M | +19.6% | +40.3% | -20.7% | +15.9% |
| 6M | +49.3% | +11.4% | +37.9% | +47.3% |
| YTD | +122.4% | +17.5% | +104.9% | +116.8% |
| 1Y | +107.4% | +45.9% | +61.6% | +96.1% |
| 3Y | +223.1% | +47.3% | +175.7% | +191.6% |
| All | +223.1% | +42.8% | +180.3% | +191.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling