-68.8%
VFC vs DAR
+367.0%
-435.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -3.0% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | -11.9% | +13.0% | -24.9% | -16.6% |
| 3M | -20.2% | +15.0% | -35.1% | -25.6% |
| 6M | -23.0% | +26.8% | -49.8% | -31.7% |
| YTD | -26.2% | +86.4% | -112.6% | -44.4% |
| 1Y | -13.3% | +115.1% | -128.4% | -38.9% |
| 3Y | -25.5% | +14.6% | -40.1% | -34.6% |
| 5Y | -78.1% | -8.8% | -69.3% | -80.0% |
| 10Y | -68.8% | +356.5% | -425.3% | -84.4% |
| All | -68.8% | +367.0% | -435.8% | -84.4% |
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