+3,595.6%
DLR vs VFC
+90.8%
+3,504.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.4% |
| 7D | +1.6% | -1.6% | +3.2% | +2.0% |
| 30D | -3.4% | -11.6% | +8.3% | +0.1% |
| 3M | +0.5% | -18.1% | +18.6% | +5.5% |
| 6M | +4.6% | -27.4% | +31.9% | +13.0% |
| YTD | +23.4% | -24.8% | +48.2% | +31.1% |
| 1Y | +19.0% | -8.2% | +27.2% | +17.1% |
| 3Y | +56.5% | -29.1% | +85.6% | +42.8% |
| 5Y | +33.3% | -79.2% | +112.5% | +92.4% |
| 10Y | +165.1% | -68.1% | +233.2% | +162.9% |
| All | +3,595.6% | +90.8% | +3,504.8% | +998.3% |
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