-13.5%
VFC vs DD
+33.7%
-47.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -0.6% |
| 7D | -2.3% | -3.8% | +1.4% | -0.1% |
| 30D | -13.4% | -9.2% | -4.1% | -8.2% |
| 3M | -23.7% | -9.0% | -14.7% | -19.3% |
| 6M | -24.5% | -5.0% | -19.5% | -23.2% |
| YTD | -27.8% | +7.4% | -35.2% | -33.2% |
| 1Y | -13.5% | +35.1% | -48.6% | -29.4% |
| All | -13.5% | +33.7% | -47.1% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling