-68.5%
VFC vs DKS
+206.3%
-274.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.4% |
| 7D | -1.4% | -2.0% | +0.6% | -0.6% |
| 30D | -9.0% | -32.7% | +23.8% | +4.0% |
| 3M | -24.2% | -38.8% | +14.6% | -9.9% |
| 6M | -18.5% | -29.4% | +10.9% | -8.9% |
| YTD | -25.9% | -30.3% | +4.4% | -17.0% |
| 1Y | -13.0% | -39.6% | +26.6% | +3.6% |
| 3Y | -20.3% | +32.2% | -52.5% | -28.2% |
| 5Y | -78.1% | +15.1% | -93.2% | -80.2% |
| All | -68.5% | +206.3% | -274.9% | -81.6% |
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