-8.2%
VFC vs DGX
+33.7%
-41.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -1.6% | -2.3% | +0.7% | -1.4% |
| 30D | -11.6% | +0.6% | -12.2% | -11.7% |
| 3M | -18.1% | +21.4% | -39.5% | -19.6% |
| 6M | -27.4% | +14.7% | -42.1% | -28.6% |
| YTD | -24.8% | +38.4% | -63.3% | -26.9% |
| 1Y | -8.2% | +34.0% | -42.2% | -11.2% |
| All | -8.2% | +33.7% | -41.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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