+85.6%
VFC vs DG
+631.4%
-545.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | +3.5% | +5.2% | -1.7% | +2.0% |
| 30D | +38.3% | +7.9% | +30.3% | +35.2% |
| 3M | +40.2% | +12.7% | +27.5% | +35.3% |
| 6M | +10.6% | +22.4% | -11.8% | +4.2% |
| YTD | +16.7% | +5.4% | +11.3% | +14.1% |
| 1Y | +45.0% | +39.4% | +5.6% | +31.1% |
| 3Y | +48.8% | +24.1% | +24.7% | +32.4% |
| 5Y | -67.6% | -32.2% | -35.4% | -65.8% |
| 10Y | -47.5% | +111.8% | -159.3% | -61.2% |
| All | +85.6% | +631.4% | -545.8% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling