+117.6%
DT vs VFC
-80.9%
+198.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.1% |
| 7D | -3.3% | -1.6% | -1.7% | -3.0% |
| 30D | +2.0% | -11.6% | +13.7% | +4.8% |
| 3M | +20.0% | -18.1% | +38.1% | +24.3% |
| 6M | +39.3% | -27.4% | +66.6% | +47.3% |
| YTD | +19.8% | -24.8% | +44.6% | +25.1% |
| 1Y | +4.3% | -8.2% | +12.5% | +2.9% |
| 3Y | +7.7% | -29.1% | +36.8% | +3.0% |
| 5Y | -26.8% | -79.2% | +52.3% | +4.5% |
| All | +117.6% | -80.9% | +198.5% | +164.9% |
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