+15.3%
VFC vs DG
+29.7%
-14.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.0% |
| 7D | -1.4% | -2.5% | +1.0% | -0.3% |
| 30D | +24.6% | +7.7% | +17.0% | +20.0% |
| 3M | +38.4% | +13.1% | +25.3% | +29.8% |
| 6M | +15.3% | +32.0% | -16.8% | -2.2% |
| All | +15.3% | +29.7% | -14.4% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling