+34.5%
DLR vs VFC
-77.9%
+112.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | 0.0% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | -3.4% | -11.6% | +8.3% | -1.6% |
| 3M | +0.5% | -18.1% | +18.6% | +3.1% |
| 6M | +4.6% | -27.4% | +31.9% | +8.9% |
| YTD | +23.4% | -24.8% | +48.2% | +27.5% |
| 1Y | +19.0% | -8.2% | +27.2% | +18.5% |
| 3Y | +56.5% | -29.1% | +85.6% | +54.0% |
| All | +34.5% | -77.9% | +112.4% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling