+19,380.1%
DINO vs VFC
+845.1%
+18,535.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.4% |
| 7D | +5.7% | -1.6% | +7.3% | +6.1% |
| 30D | +27.8% | -11.6% | +39.4% | +32.2% |
| 3M | +45.6% | -18.1% | +63.7% | +51.7% |
| 6M | +88.5% | -27.4% | +115.8% | +100.5% |
| YTD | +134.1% | -24.8% | +158.9% | +145.3% |
| 1Y | +111.1% | -8.2% | +119.3% | +105.4% |
| 3Y | +109.1% | -29.1% | +138.2% | +92.0% |
| 5Y | +307.2% | -79.2% | +386.3% | +445.5% |
| 10Y | +495.9% | -68.1% | +564.0% | +606.4% |
| All | +19,380.1% | +845.1% | +18,535.0% | +13,880.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling