-27.9%
DHR vs VFC
-78.7%
+50.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -2.0% |
| 30D | -2.2% | -13.4% | +11.2% | +0.4% |
| 3M | +9.0% | -23.7% | +32.7% | +13.8% |
| 6M | +3.5% | -24.5% | +27.9% | +7.9% |
| YTD | -10.1% | -27.8% | +17.7% | -5.7% |
| 1Y | +6.2% | -13.5% | +19.6% | +7.1% |
| 3Y | -5.4% | -27.1% | +21.7% | -8.6% |
| 5Y | -27.9% | -79.0% | +51.1% | -12.6% |
| All | -27.9% | -78.7% | +50.8% | -12.6% |
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