+19.5%
VFC vs DG
+606.1%
-586.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | -1.6% | +8.4% | -10.0% | -3.8% |
| 30D | -11.6% | +4.9% | -16.6% | -12.9% |
| 3M | -18.1% | +29.3% | -47.4% | -23.9% |
| 6M | -27.4% | -11.3% | -16.1% | -25.4% |
| YTD | -24.8% | +1.8% | -26.6% | -25.7% |
| 1Y | -8.2% | +25.3% | -33.5% | -14.6% |
| 3Y | -29.1% | +9.1% | -38.2% | -34.3% |
| 5Y | -79.2% | -34.9% | -44.3% | -77.8% |
| 10Y | -68.1% | +108.2% | -176.3% | -76.2% |
| All | +19.5% | +606.1% | -586.6% | -36.0% |
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