+202.8%
VFC vs DKS
+6,292.4%
-6,089.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -1.6% | +3.0% | -4.6% | -2.7% |
| 30D | -11.6% | -30.5% | +18.9% | -1.4% |
| 3M | -18.1% | -35.7% | +17.6% | -5.8% |
| 6M | -27.4% | -29.7% | +2.3% | -19.4% |
| YTD | -24.8% | -28.9% | +4.0% | -17.1% |
| 1Y | -8.2% | -35.9% | +27.7% | +5.4% |
| 3Y | -29.1% | +28.2% | -57.3% | -35.7% |
| 5Y | -79.2% | +11.8% | -91.0% | -81.0% |
| 10Y | -68.1% | +211.6% | -279.7% | -81.8% |
| All | +202.8% | +6,292.4% | -6,089.7% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling