+3,457.3%
DLR vs VFC
+198.3%
+3,259.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +2.6% |
| 7D | +2.4% | +7.7% | -5.3% | +0.2% |
| 30D | +0.7% | +39.2% | -38.5% | -8.8% |
| 3M | -6.4% | +40.3% | -46.7% | -15.7% |
| 6M | -6.5% | +11.4% | -17.9% | -10.8% |
| YTD | +18.8% | +17.5% | +1.3% | +10.3% |
| 1Y | +9.0% | +45.9% | -36.8% | -5.8% |
| 3Y | +54.5% | +47.3% | +7.2% | +12.9% |
| 5Y | +35.8% | -67.2% | +103.0% | +71.6% |
| 10Y | +177.5% | -46.1% | +223.6% | +130.7% |
| All | +3,457.3% | +198.3% | +3,259.0% | +824.2% |
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 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