+46.1%
DE vs VFC
+52.5%
-6.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +0.7% |
| 7D | +5.6% | +21.5% | -15.9% | +1.5% |
| 30D | -0.8% | +46.7% | -47.5% | -8.3% |
| 3M | +9.8% | +38.4% | -28.6% | +2.7% |
| 6M | +17.5% | +15.2% | +2.3% | +13.6% |
| YTD | +46.5% | +17.8% | +28.6% | +39.3% |
| 1Y | +46.1% | +55.6% | -9.5% | +31.2% |
| All | +46.1% | +52.5% | -6.4% | +31.2% |
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