+47.3%
VFC vs DD
+90.7%
-43.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | -2.2% |
| 7D | +7.7% | +9.8% | -2.1% | -0.8% |
| 30D | +39.2% | +19.3% | +19.9% | +19.7% |
| 3M | +40.3% | +9.4% | +30.9% | +29.4% |
| 6M | +11.4% | +4.8% | +6.6% | +5.8% |
| YTD | +17.5% | +30.2% | -12.7% | -10.1% |
| 1Y | +45.9% | +32.2% | +13.6% | +10.3% |
| 3Y | +47.3% | +93.1% | -45.8% | -38.0% |
| All | +47.3% | +90.7% | -43.3% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling