-4.2%
DT vs VFC
+37.3%
-41.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -0.4% |
| 7D | +3.1% | +1.6% | +1.5% | +3.1% |
| 30D | -29.5% | +25.5% | -55.0% | -30.5% |
| 3M | -11.7% | +41.3% | -53.0% | -13.7% |
| 6M | +29.0% | +22.2% | +6.8% | +26.7% |
| YTD | +3.4% | +16.4% | -13.0% | +2.8% |
| 1Y | -4.2% | +38.4% | -42.7% | -6.5% |
| All | -4.2% | +37.3% | -41.6% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling