+99.3%
DINO vs VFC
-27.2%
+126.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | +2.0% | -2.3% | +4.3% | +2.2% |
| 30D | +27.7% | -13.4% | +41.0% | +29.7% |
| 3M | +56.3% | -23.7% | +80.0% | +60.2% |
| 6M | +107.6% | -24.5% | +132.0% | +111.5% |
| YTD | +140.2% | -27.8% | +168.0% | +145.8% |
| 1Y | +113.0% | -13.5% | +126.4% | +110.9% |
| All | +99.3% | -27.2% | +126.6% | +81.7% |
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