-10.2%
DOW vs VFC
-80.5%
+70.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -2.4% | -3.3% | +0.9% | -1.4% |
| 30D | -4.1% | -14.0% | +9.9% | +0.7% |
| 3M | -12.4% | -22.6% | +10.1% | -6.7% |
| 6M | -10.6% | -24.7% | +14.1% | -5.8% |
| YTD | +31.1% | -29.0% | +60.0% | +40.6% |
| 1Y | +30.5% | -13.8% | +44.3% | +29.3% |
| 3Y | -34.4% | -28.2% | -6.2% | -40.9% |
| 5Y | -35.5% | -79.0% | +43.5% | +12.1% |
| All | -10.2% | -80.5% | +70.3% | +47.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling