+35,208.6%
VLO vs VFC
+1,360.5%
+33,848.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -0.4% | -1.4% | +0.9% | 0.0% |
| 30D | -16.6% | +30.7% | -47.3% | -23.3% |
| 3M | +12.3% | +40.6% | -28.3% | +0.7% |
| 6M | +47.8% | +16.5% | +31.4% | +37.8% |
| YTD | +126.7% | +16.2% | +110.6% | +107.6% |
| 1Y | +105.4% | +42.4% | +62.9% | +75.3% |
| 3Y | +222.0% | +48.1% | +173.9% | +132.7% |
| 5Y | +449.8% | -67.8% | +517.7% | +552.3% |
| 10Y | +754.3% | -48.5% | +802.8% | +768.3% |
| All | +35,208.6% | +1,360.5% | +33,848.0% | +20,513.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling