-28.1%
DT vs VFC
-78.3%
+50.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.7% |
| 7D | -4.9% | +0.8% | -5.7% | -5.0% |
| 30D | +2.7% | -11.9% | +14.6% | +5.2% |
| 3M | +20.0% | -20.2% | +40.1% | +24.4% |
| 6M | +28.0% | -23.0% | +51.0% | +33.1% |
| YTD | +16.0% | -26.2% | +42.3% | +21.2% |
| 1Y | +0.7% | -13.3% | +14.1% | +0.7% |
| 3Y | +6.2% | -25.5% | +31.7% | +1.1% |
| 5Y | -28.1% | -78.1% | +50.0% | +25.1% |
| All | -28.1% | -78.3% | +50.2% | +25.1% |
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