-10.2%
DOW vs VFC
-80.6%
+70.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.6% |
| 7D | -2.4% | -4.0% | +1.6% | -1.1% |
| 30D | -4.1% | -14.6% | +10.5% | +0.9% |
| 3M | -12.4% | -23.1% | +10.7% | -6.5% |
| 6M | -10.6% | -25.2% | +14.6% | -5.6% |
| YTD | +31.1% | -29.5% | +60.5% | +41.0% |
| 1Y | +30.5% | -14.4% | +44.9% | +29.5% |
| 3Y | -34.4% | -28.7% | -5.7% | -40.7% |
| 5Y | -35.5% | -79.1% | +43.6% | +12.4% |
| All | -10.2% | -80.6% | +70.4% | +48.0% |
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