+42.4%
VFC vs DD
+30.9%
+11.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -1.4% | +3.2% | -4.6% | -3.3% |
| 30D | +30.7% | +20.3% | +10.4% | +16.7% |
| 3M | +40.6% | +8.2% | +32.5% | +34.1% |
| 6M | +16.5% | +3.4% | +13.1% | +13.8% |
| YTD | +16.2% | +30.6% | -14.5% | -14.6% |
| 1Y | +42.4% | +30.6% | +11.8% | +4.9% |
| All | +42.4% | +30.9% | +11.5% | +4.9% |
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