+55.6%
VFC vs DGX
+45.0%
+10.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +1.0% | +3.9% |
| 7D | +21.5% | +4.1% | +17.4% | +20.7% |
| 30D | +46.7% | +10.5% | +36.2% | +44.8% |
| 3M | +38.4% | +9.8% | +28.6% | +36.4% |
| 6M | +15.2% | +34.6% | -19.3% | +10.4% |
| YTD | +17.8% | +49.8% | -32.0% | +9.9% |
| 1Y | +55.6% | +46.0% | +9.5% | +47.1% |
| All | +55.6% | +45.0% | +10.6% | +47.1% |
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