-1.4%
DOW vs VFC
-68.1%
+66.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.5% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | +15.7% | +30.7% | -15.0% | +5.6% |
| 3M | +5.3% | +40.6% | -35.3% | -6.6% |
| 6M | -14.2% | +16.5% | -30.7% | -20.7% |
| YTD | +43.9% | +16.2% | +27.7% | +30.5% |
| 1Y | +53.1% | +42.4% | +10.6% | +28.3% |
| 3Y | -21.8% | +48.1% | -69.9% | -45.3% |
| 5Y | -28.3% | -67.8% | +39.5% | +10.5% |
| All | -1.4% | -68.1% | +66.7% | +36.9% |
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 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