+55.6%
VFC vs DG
+45.3%
+10.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.5% | -4.1% | +1.1% |
| 7D | +21.5% | +12.3% | +9.2% | +15.9% |
| 30D | +46.7% | +19.3% | +27.4% | +36.6% |
| 3M | +38.4% | +11.9% | +26.5% | +31.9% |
| 6M | +15.2% | +25.0% | -9.8% | +4.4% |
| YTD | +17.8% | +8.7% | +9.1% | +11.9% |
| 1Y | +55.6% | +44.7% | +10.9% | +36.9% |
| All | +55.6% | +45.3% | +10.3% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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