+113.8%
DINO vs VFC
+50.0%
+63.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | +5.7% | +1.6% | +4.1% | +5.5% |
| 30D | -19.6% | +25.5% | -45.0% | -21.8% |
| 3M | +11.8% | +41.3% | -29.5% | +7.1% |
| 6M | +49.0% | +22.2% | +26.7% | +44.2% |
| YTD | +128.1% | +16.4% | +111.7% | +120.5% |
| 1Y | +96.3% | +38.4% | +57.9% | +83.8% |
| 3Y | +113.8% | +56.2% | +57.6% | +83.8% |
| All | +113.8% | +50.0% | +63.8% | +83.8% |
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