+0.1%
DOW vs VFC
-68.0%
+68.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | -1.4% |
| 7D | +5.2% | +1.6% | +3.6% | +4.6% |
| 30D | +13.2% | +25.5% | -12.3% | +4.6% |
| 3M | +10.1% | +41.3% | -31.2% | -2.6% |
| 6M | -13.1% | +22.2% | -35.3% | -21.1% |
| YTD | +46.1% | +16.4% | +29.7% | +32.3% |
| 1Y | +50.0% | +38.4% | +11.6% | +27.1% |
| 3Y | -20.2% | +56.2% | -76.5% | -45.5% |
| 5Y | -27.7% | -68.2% | +40.5% | +12.3% |
| All | +0.1% | -68.0% | +68.1% | +38.9% |
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