+854.6%
DE vs VFC
-70.4%
+924.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.5% |
| 30D | +9.7% | -14.0% | +23.7% | +13.9% |
| 3M | +21.4% | -22.6% | +43.9% | +28.5% |
| 6M | +15.0% | -24.7% | +39.7% | +22.0% |
| YTD | +46.4% | -29.0% | +75.4% | +57.2% |
| 1Y | +45.6% | -13.8% | +59.4% | +47.1% |
| 3Y | +76.8% | -28.2% | +105.0% | +65.8% |
| 5Y | +99.4% | -79.0% | +178.4% | +194.0% |
| All | +854.6% | -70.4% | +924.9% | +1,142.1% |
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