+354.0%
VFC vs DKS
+6,654.9%
-6,300.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.3% | -2.0% |
| 7D | -1.4% | +3.3% | -4.7% | -2.6% |
| 30D | +24.6% | +5.9% | +18.7% | +21.8% |
| 3M | +38.4% | -27.4% | +65.9% | +51.5% |
| 6M | +15.3% | -32.6% | +47.9% | +29.3% |
| YTD | +12.7% | -24.8% | +37.6% | +21.3% |
| 1Y | +32.7% | -32.8% | +65.5% | +49.1% |
| 3Y | +43.7% | +39.1% | +4.6% | +25.9% |
| 5Y | -69.2% | +25.0% | -94.2% | -73.0% |
| 10Y | -50.0% | +226.2% | -276.2% | -72.1% |
| All | +354.0% | +6,654.9% | -6,300.9% | +4.4% |
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