+181.2%
DLR vs VFC
-48.6%
+229.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.5% |
| 7D | +3.3% | +1.6% | +1.7% | +3.0% |
| 30D | +4.6% | +25.5% | -20.9% | +0.5% |
| 3M | -8.3% | +41.3% | -49.6% | -13.8% |
| 6M | -5.6% | +22.2% | -27.8% | -9.6% |
| YTD | +18.7% | +16.4% | +2.3% | +14.1% |
| 1Y | +17.1% | +38.4% | -21.3% | +8.8% |
| 3Y | +54.4% | +56.2% | -1.9% | +28.5% |
| 5Y | +36.5% | -68.2% | +104.6% | +60.3% |
| All | +181.2% | -48.6% | +229.8% | +190.6% |
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 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