+789.7%
VFC vs DD
+961.9%
-172.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -1.6% | -3.5% | +1.9% | -0.1% |
| 30D | -11.6% | -10.3% | -1.3% | -7.5% |
| 3M | -18.1% | -7.5% | -10.6% | -15.3% |
| 6M | -27.4% | -8.0% | -19.3% | -25.0% |
| YTD | -24.8% | +10.5% | -35.3% | -28.2% |
| 1Y | -8.2% | +38.3% | -46.5% | -20.2% |
| 3Y | -29.1% | +42.5% | -71.6% | -37.9% |
| 5Y | -79.2% | +60.2% | -139.3% | -82.5% |
| 10Y | -68.1% | +68.9% | -137.0% | -75.0% |
| All | +789.7% | +961.9% | -172.2% | +252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling