-10.8%
DOW vs VFC
-79.4%
+68.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.8% |
| 7D | -2.4% | -1.6% | -0.8% | -1.9% |
| 30D | +0.4% | -11.6% | +12.0% | +4.3% |
| 3M | -14.4% | -18.1% | +3.7% | -10.6% |
| 6M | -7.0% | -27.4% | +20.4% | -0.5% |
| YTD | +30.2% | -24.8% | +55.0% | +37.1% |
| 1Y | +29.2% | -8.2% | +37.4% | +25.2% |
| 3Y | -36.7% | -29.1% | -7.6% | -41.9% |
| 5Y | -37.7% | -79.2% | +41.5% | +11.0% |
| All | -10.8% | -79.4% | +68.5% | +43.9% |
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