-13.5%
VFC vs DG
+17.9%
-31.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.2% |
| 7D | -2.3% | -4.8% | +2.5% | -0.6% |
| 30D | -13.4% | +1.8% | -15.1% | -14.0% |
| 3M | -23.7% | +14.5% | -38.2% | -27.9% |
| 6M | -24.5% | -13.6% | -10.9% | -22.2% |
| YTD | -27.8% | -4.8% | -23.0% | -27.9% |
| 1Y | -13.5% | +21.6% | -35.0% | -20.7% |
| All | -13.5% | +17.9% | -31.4% | -20.7% |
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