-48.6%
VFC vs DD
+97.1%
-145.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.6% |
| 7D | +1.6% | +5.0% | -3.3% | -1.7% |
| 30D | +25.5% | +19.7% | +5.8% | +11.0% |
| 3M | +41.3% | +7.2% | +34.1% | +34.2% |
| 6M | +22.2% | +1.0% | +21.2% | +20.4% |
| YTD | +16.4% | +29.1% | -12.7% | -3.7% |
| 1Y | +38.4% | +28.5% | +9.9% | +15.2% |
| 3Y | +56.2% | +89.4% | -33.2% | +1.6% |
| 5Y | -68.2% | +67.1% | -135.3% | -77.8% |
| All | -48.6% | +97.1% | -145.8% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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