-77.7%
VFC vs DAR
-11.1%
-66.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.7% |
| 7D | -1.6% | +1.4% | -3.0% | -2.3% |
| 30D | -11.6% | +12.8% | -24.4% | -16.6% |
| 3M | -18.1% | +7.4% | -25.5% | -21.6% |
| 6M | -27.4% | +22.3% | -49.6% | -35.2% |
| YTD | -24.8% | +81.1% | -105.9% | -44.1% |
| 1Y | -8.2% | +106.5% | -114.7% | -36.2% |
| 3Y | -29.1% | +5.3% | -34.4% | -38.8% |
| All | -77.7% | -11.1% | -66.6% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling