-68.5%
VFC vs DGX
+255.3%
-323.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -9.0% | -1.2% | -7.8% | -8.6% |
| 3M | -24.2% | +15.8% | -39.9% | -28.7% |
| 6M | -18.5% | +18.2% | -36.7% | -24.1% |
| YTD | -25.9% | +37.2% | -63.1% | -35.4% |
| 1Y | -13.0% | +30.4% | -43.3% | -22.7% |
| 3Y | -20.3% | +96.7% | -117.0% | -40.6% |
| 5Y | -78.1% | +67.2% | -145.2% | -82.9% |
| All | -68.5% | +255.3% | -323.9% | -81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling