+2,563.5%
DUK vs VFC
+827.5%
+1,736.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | -2.0% | -11.9% | +9.9% | -0.5% |
| 3M | +0.2% | -20.2% | +20.4% | +2.6% |
| 6M | -6.9% | -23.0% | +16.1% | -4.6% |
| YTD | +6.1% | -26.2% | +32.4% | +9.1% |
| 1Y | +4.4% | -13.3% | +17.8% | +4.2% |
| 3Y | +49.1% | -25.5% | +74.6% | +41.0% |
| 5Y | +39.6% | -78.1% | +117.7% | +59.9% |
| 10Y | +125.1% | -68.8% | +193.9% | +133.2% |
| All | +2,563.5% | +827.5% | +1,736.0% | +1,711.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling