+1,290.9%
VFC vs DD
+1,151.9%
+139.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +0.1% |
| 7D | +7.7% | +9.8% | -2.1% | +3.3% |
| 30D | +39.2% | +19.3% | +19.9% | +29.0% |
| 3M | +40.3% | +9.4% | +30.9% | +34.7% |
| 6M | +11.4% | +4.8% | +6.6% | +8.7% |
| YTD | +17.5% | +30.2% | -12.7% | +4.5% |
| 1Y | +45.9% | +32.2% | +13.6% | +29.1% |
| 3Y | +47.3% | +93.1% | -45.8% | +13.4% |
| 5Y | -67.2% | +68.0% | -135.2% | -73.2% |
| 10Y | -46.1% | +98.5% | -144.6% | -60.5% |
| All | +1,290.9% | +1,151.9% | +139.0% | +413.1% |
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