+14,609.3%
DE vs VFC
+845.1%
+13,764.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.9% |
| 7D | +10.0% | -1.6% | +11.6% | +10.5% |
| 30D | +13.3% | -11.6% | +25.0% | +17.7% |
| 3M | +17.5% | -18.1% | +35.6% | +23.9% |
| 6M | +13.6% | -27.4% | +40.9% | +23.4% |
| YTD | +49.8% | -24.8% | +74.6% | +60.5% |
| 1Y | +47.9% | -8.2% | +56.1% | +46.4% |
| 3Y | +72.5% | -29.1% | +101.6% | +59.5% |
| 5Y | +90.2% | -79.2% | +169.4% | +165.7% |
| 10Y | +865.4% | -68.1% | +933.5% | +986.4% |
| All | +14,609.3% | +845.1% | +13,764.2% | +4,916.2% |
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 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