-68.7%
VFC vs DRI
+348.4%
-417.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.4% |
| 7D | -2.3% | -4.8% | +2.5% | -0.1% |
| 30D | -13.4% | -3.9% | -9.4% | -11.9% |
| 3M | -23.7% | +5.1% | -28.8% | -25.8% |
| 6M | -24.5% | +5.5% | -30.0% | -26.8% |
| YTD | -27.8% | +16.5% | -44.3% | -33.4% |
| 1Y | -13.5% | +2.0% | -15.4% | -15.3% |
| 3Y | -27.1% | +54.5% | -81.6% | -40.3% |
| 5Y | -79.0% | +66.6% | -145.6% | -83.6% |
| 10Y | -68.7% | +353.6% | -422.4% | -83.3% |
| All | -68.7% | +348.4% | -417.2% | -83.3% |
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