-48.6%
VFC vs DKS
+226.4%
-275.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.5% | +2.1% |
| 7D | +1.6% | +6.3% | -4.7% | -0.9% |
| 30D | +25.5% | +9.3% | +16.2% | +20.8% |
| 3M | +41.3% | -25.3% | +66.6% | +54.1% |
| 6M | +22.2% | -29.2% | +51.4% | +35.7% |
| YTD | +16.4% | -22.7% | +39.1% | +24.6% |
| 1Y | +38.4% | -30.1% | +68.5% | +54.6% |
| 3Y | +56.2% | +45.6% | +10.6% | +34.3% |
| 5Y | -68.2% | +28.5% | -96.6% | -72.5% |
| All | -48.6% | +226.4% | -275.1% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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