+273.9%
VFC vs DGX
+8,796.3%
-8,522.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -11.9% | -1.2% | -10.7% | -11.7% |
| 3M | -20.2% | +19.9% | -40.1% | -24.0% |
| 6M | -23.0% | +19.2% | -42.2% | -26.6% |
| YTD | -26.2% | +37.5% | -63.7% | -32.4% |
| 1Y | -13.3% | +31.3% | -44.6% | -19.8% |
| 3Y | -25.5% | +96.6% | -122.1% | -37.8% |
| 5Y | -78.1% | +64.3% | -142.4% | -81.0% |
| 10Y | -68.8% | +241.1% | -309.9% | -77.7% |
| All | +273.9% | +8,796.3% | -8,522.4% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling