+32.7%
VFC vs DRI
+36.6%
-4.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | +24.6% | +10.8% | +13.8% | +19.8% |
| 3M | +38.4% | +0.9% | +37.5% | +37.7% |
| 6M | +15.3% | +16.3% | -1.0% | +7.7% |
| YTD | +12.7% | +27.8% | -15.0% | -3.1% |
| 1Y | +32.7% | +33.9% | -1.2% | +7.4% |
| All | +32.7% | +36.6% | -4.0% | +7.4% |
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