-25.5%
VFC vs DG
+10.3%
-35.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.0% |
| 7D | +0.8% | -2.5% | +3.3% | +1.4% |
| 30D | -11.9% | +1.0% | -13.0% | -12.2% |
| 3M | -20.2% | +20.3% | -40.5% | -23.2% |
| 6M | -23.0% | -11.7% | -11.2% | -21.9% |
| YTD | -26.2% | -2.3% | -23.9% | -26.5% |
| 1Y | -13.3% | +20.0% | -33.3% | -16.6% |
| 3Y | -25.5% | +7.2% | -32.7% | -31.9% |
| All | -25.5% | +10.3% | -35.8% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling