+1,180.8%
DVN vs VFC
+827.5%
+353.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.2% |
| 7D | -1.3% | +0.8% | -2.2% | -1.6% |
| 30D | +12.6% | -11.9% | +24.6% | +16.6% |
| 3M | +8.1% | -20.2% | +28.3% | +13.1% |
| 6M | +10.2% | -23.0% | +33.1% | +14.6% |
| YTD | +33.8% | -26.2% | +60.0% | +40.2% |
| 1Y | +43.9% | -13.3% | +57.2% | +41.8% |
| 3Y | +1.7% | -25.5% | +27.2% | -8.4% |
| 5Y | +119.6% | -78.1% | +197.7% | +188.9% |
| 10Y | +53.7% | -68.8% | +122.5% | +84.6% |
| All | +1,180.8% | +827.5% | +353.3% | +852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling