+20.7%
DHI vs VFC
-25.2%
+45.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.6% | +0.9% |
| 7D | -3.4% | -1.4% | -2.0% | -3.2% |
| 30D | -5.4% | -9.0% | +3.5% | -3.8% |
| 3M | -10.4% | -24.2% | +13.7% | -6.2% |
| 6M | -2.8% | -18.5% | +15.7% | +0.5% |
| YTD | -3.4% | -25.9% | +22.5% | +1.1% |
| 1Y | -22.9% | -13.0% | -9.9% | -21.6% |
| 3Y | +20.7% | -20.3% | +41.0% | +13.2% |
| All | +20.7% | -25.2% | +45.9% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling