+112.2%
DT vs VFC
-81.7%
+193.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | -0.5% | -2.3% | +1.8% | 0.0% |
| 30D | +0.1% | -13.4% | +13.4% | +3.2% |
| 3M | +24.1% | -23.7% | +47.8% | +30.6% |
| 6M | +30.1% | -24.5% | +54.6% | +36.4% |
| YTD | +16.8% | -27.8% | +44.6% | +23.1% |
| 1Y | -0.1% | -13.5% | +13.4% | -0.1% |
| 3Y | +6.8% | -27.1% | +34.0% | +0.7% |
| 5Y | -28.4% | -79.0% | +50.6% | +1.8% |
| All | +112.2% | -81.7% | +193.9% | +160.6% |
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 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