-42.9%
DT vs VFC
-68.0%
+25.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -24.7% | +11.2% | -35.9% | -26.3% |
| 30D | -27.4% | +41.5% | -68.9% | -32.3% |
| 3M | -11.1% | +38.9% | -50.0% | -17.0% |
| 6M | +13.7% | +6.1% | +7.5% | +11.1% |
| YTD | +0.2% | +14.5% | -14.3% | -4.3% |
| 1Y | -5.7% | +46.0% | -51.6% | -14.7% |
| 3Y | -8.1% | +36.4% | -44.5% | -23.0% |
| All | -42.9% | -68.0% | +25.1% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling