+124.3%
DVN vs VFC
-79.4%
+203.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | +2.5% | -3.3% | +5.8% | +3.0% |
| 30D | +10.2% | -14.0% | +24.2% | +12.6% |
| 3M | +8.1% | -22.6% | +30.7% | +11.2% |
| 6M | +15.9% | -24.7% | +40.6% | +18.5% |
| YTD | +38.2% | -29.0% | +67.2% | +42.5% |
| 1Y | +44.5% | -13.8% | +58.3% | +42.4% |
| 3Y | +5.1% | -28.2% | +33.4% | -0.6% |
| 5Y | +124.3% | -79.0% | +203.3% | +208.6% |
| All | +124.3% | -79.4% | +203.8% | +208.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling