-79.0%
VFC vs DKS
+15.5%
-94.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.6% |
| 7D | -2.3% | -2.9% | +0.6% | -0.9% |
| 30D | -13.4% | -37.7% | +24.4% | +6.9% |
| 3M | -23.7% | -38.9% | +15.2% | -4.8% |
| 6M | -24.5% | -31.1% | +6.6% | -12.3% |
| YTD | -27.8% | -31.8% | +4.0% | -16.1% |
| 1Y | -13.5% | -38.0% | +24.6% | +6.2% |
| 3Y | -27.1% | +28.6% | -55.7% | -36.8% |
| 5Y | -79.0% | +12.5% | -91.6% | -82.6% |
| All | -79.0% | +15.5% | -94.5% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling