+664.7%
VFC vs DAR
+1,334.0%
-669.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.2% |
| 7D | +11.2% | -9.9% | +21.1% | +12.2% |
| 30D | +41.5% | -16.4% | +57.9% | +43.5% |
| 3M | +38.9% | -17.1% | +56.0% | +40.8% |
| 6M | +6.1% | -20.5% | +26.6% | +7.8% |
| YTD | +14.5% | +39.4% | -24.9% | +10.6% |
| 1Y | +46.0% | +57.2% | -11.3% | +39.5% |
| 3Y | +36.4% | +13.9% | +22.5% | +33.9% |
| 5Y | -67.5% | -40.8% | -26.7% | -66.8% |
| 10Y | -45.8% | +276.2% | -322.1% | -50.9% |
| All | +664.7% | +1,334.0% | -669.3% | +538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling