-8.2%
VFC vs DRI
+6.9%
-15.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -11.6% | +3.8% | -15.5% | -13.1% |
| 3M | -18.1% | +13.0% | -31.1% | -22.8% |
| 6M | -27.4% | +8.3% | -35.7% | -30.4% |
| YTD | -24.8% | +20.6% | -45.4% | -33.0% |
| 1Y | -8.2% | +6.5% | -14.7% | -18.9% |
| All | -8.2% | +6.9% | -15.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling