+475.0%
DINO vs VFC
-69.1%
+544.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.2% | -1.2% |
| 7D | +2.3% | -1.4% | +3.7% | +2.7% |
| 30D | +22.6% | -9.0% | +31.6% | +26.0% |
| 3M | +55.2% | -24.2% | +79.4% | +66.2% |
| 6M | +93.8% | -18.5% | +112.3% | +99.3% |
| YTD | +139.5% | -25.9% | +165.4% | +152.3% |
| 1Y | +115.3% | -13.0% | +128.3% | +111.4% |
| 3Y | +98.8% | -20.3% | +119.1% | +66.9% |
| 5Y | +333.5% | -78.1% | +411.6% | +613.9% |
| All | +475.0% | -69.1% | +544.0% | +645.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling