-23.7%
VFC vs DGX
+93.2%
-116.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.9% |
| 7D | -3.3% | -3.5% | +0.2% | -2.0% |
| 30D | -14.0% | -2.7% | -11.3% | -13.1% |
| 3M | -22.6% | +13.9% | -36.4% | -26.6% |
| 6M | -24.7% | +16.0% | -40.7% | -29.2% |
| YTD | -29.0% | +34.9% | -63.9% | -38.1% |
| 1Y | -13.8% | +30.6% | -44.3% | -24.1% |
| All | -23.7% | +93.2% | -116.8% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling