-46.1%
VFC vs DRI
+370.8%
-416.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.9% |
| 7D | +7.7% | +3.1% | +4.6% | +6.2% |
| 30D | +39.2% | +16.2% | +23.0% | +30.0% |
| 3M | +40.3% | +8.4% | +31.9% | +34.8% |
| 6M | +11.4% | +19.0% | -7.6% | +2.1% |
| YTD | +17.5% | +28.8% | -11.3% | +3.3% |
| 1Y | +45.9% | +33.1% | +12.7% | +26.2% |
| 3Y | +47.3% | +70.8% | -23.5% | +14.8% |
| 5Y | -67.2% | +74.2% | -141.4% | -74.9% |
| 10Y | -46.1% | +345.5% | -391.6% | -72.7% |
| All | -46.1% | +370.8% | -416.9% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling