+126.0%
DUK vs VFC
-69.1%
+195.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.3% | -0.3% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | -2.4% | -9.0% | +6.5% | -1.7% |
| 3M | -3.0% | -24.2% | +21.2% | -0.9% |
| 6M | -6.6% | -18.5% | +12.0% | -5.5% |
| YTD | +4.6% | -25.9% | +30.4% | +6.5% |
| 1Y | +1.2% | -13.0% | +14.2% | +1.0% |
| 3Y | +45.7% | -20.3% | +66.0% | +36.9% |
| 5Y | +40.3% | -78.1% | +118.4% | +71.1% |
| All | +126.0% | -69.1% | +195.1% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling