-47.5%
VFC vs DAR
+269.9%
-317.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | 0.0% |
| 7D | +3.5% | -3.8% | +7.3% | +5.0% |
| 30D | +38.3% | -14.4% | +52.7% | +46.2% |
| 3M | +40.2% | -17.9% | +58.1% | +49.4% |
| 6M | +10.6% | -18.3% | +28.9% | +16.9% |
| YTD | +16.7% | +43.2% | -26.5% | -3.5% |
| 1Y | +45.0% | +57.7% | -12.7% | +15.0% |
| 3Y | +48.8% | +22.7% | +26.1% | +27.8% |
| 5Y | -67.6% | -34.0% | -33.5% | -66.5% |
| 10Y | -47.5% | +279.5% | -327.0% | -71.6% |
| All | -47.5% | +269.9% | -317.5% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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