+188.1%
DLR vs VFC
-46.8%
+234.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.3% | +3.5% | -3.1% | -0.2% |
| 30D | +1.2% | +38.3% | -37.1% | -4.4% |
| 3M | -4.8% | +40.2% | -45.0% | -10.4% |
| 6M | -6.1% | +10.6% | -16.8% | -8.5% |
| YTD | +19.3% | +16.7% | +2.6% | +14.6% |
| 1Y | +10.0% | +45.0% | -35.0% | +1.3% |
| 3Y | +53.8% | +48.8% | +5.0% | +29.5% |
| 5Y | +39.1% | -67.6% | +106.7% | +62.9% |
| 10Y | +188.1% | -47.5% | +235.7% | +197.2% |
| All | +188.1% | -46.8% | +234.9% | +197.2% |
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