+67.3%
DVN vs VFC
-69.1%
+136.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -3.9% | -0.9% |
| 7D | +4.5% | -1.4% | +5.9% | +4.9% |
| 30D | +12.0% | -9.0% | +20.9% | +14.9% |
| 3M | +13.4% | -24.2% | +37.6% | +21.0% |
| 6M | +12.1% | -18.5% | +30.6% | +14.5% |
| YTD | +38.8% | -25.9% | +64.7% | +45.3% |
| 1Y | +46.0% | -13.0% | +59.0% | +42.6% |
| 3Y | +9.5% | -20.3% | +29.8% | -8.5% |
| 5Y | +125.3% | -78.1% | +203.3% | +264.4% |
| All | +67.3% | -69.1% | +136.3% | +163.1% |
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 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