-34.6%
DOW vs VFC
-25.9%
-8.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | -2.9% | +0.8% | -3.8% | -3.1% |
| 30D | +2.0% | -11.9% | +13.9% | +4.4% |
| 3M | -12.5% | -20.2% | +7.6% | -9.8% |
| 6M | -9.2% | -23.0% | +13.8% | -6.8% |
| YTD | +30.8% | -26.2% | +57.0% | +35.5% |
| 1Y | +29.4% | -13.3% | +42.7% | +28.3% |
| 3Y | -34.6% | -25.5% | -9.1% | -38.6% |
| All | -34.6% | -25.9% | -8.7% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling