+21.0%
DHR vs VFC
+50.0%
-29.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | -0.2% |
| 7D | +1.2% | +1.6% | -0.4% | +0.9% |
| 30D | +3.7% | +25.5% | -21.8% | -0.4% |
| 3M | +14.5% | +41.3% | -26.8% | +7.6% |
| 6M | +40.9% | +22.2% | +18.7% | +34.9% |
| YTD | +2.4% | +16.4% | -14.0% | -1.6% |
| 1Y | +6.1% | +38.4% | -32.3% | -1.3% |
| 3Y | +21.0% | +56.2% | -35.2% | +5.0% |
| All | +21.0% | +50.0% | -29.0% | +5.0% |
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