-24.4%
VFC vs DAR
+13.3%
-37.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.8% |
| 7D | -1.6% | +1.4% | -3.0% | -2.4% |
| 30D | -11.6% | +12.8% | -24.4% | -17.3% |
| 3M | -18.1% | +7.4% | -25.5% | -22.2% |
| 6M | -27.4% | +22.3% | -49.6% | -36.6% |
| YTD | -24.8% | +81.1% | -105.9% | -47.7% |
| 1Y | -8.2% | +106.5% | -114.7% | -41.4% |
| All | -24.4% | +13.3% | -37.7% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling