+99.2%
DE vs VFC
-79.1%
+178.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | +11.1% | -13.4% | +24.5% | +13.9% |
| 3M | +17.6% | -23.7% | +41.3% | +22.6% |
| 6M | +13.6% | -24.5% | +38.0% | +18.2% |
| YTD | +46.3% | -27.8% | +74.1% | +53.2% |
| 1Y | +44.2% | -13.5% | +57.6% | +45.7% |
| 3Y | +76.6% | -27.1% | +103.7% | +71.6% |
| All | +99.2% | -79.1% | +178.3% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling