+67.6%
DUK vs VFC
+50.0%
+17.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.3% |
| 7D | +1.9% | +1.6% | +0.3% | +2.0% |
| 30D | +8.9% | +25.5% | -16.6% | +9.2% |
| 3M | +5.6% | +41.3% | -35.7% | +6.0% |
| 6M | +7.0% | +22.2% | -15.2% | +7.3% |
| YTD | +14.0% | +16.4% | -2.4% | +14.3% |
| 1Y | +9.1% | +38.4% | -29.3% | +9.6% |
| 3Y | +67.6% | +56.2% | +11.4% | +64.9% |
| All | +67.6% | +50.0% | +17.6% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling