-13.8%
VFC vs DRI
+1.2%
-15.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -3.3% | -4.8% | +1.5% | -1.3% |
| 30D | -14.0% | -5.2% | -8.8% | -12.2% |
| 3M | -22.6% | +2.7% | -25.3% | -23.8% |
| 6M | -24.7% | +3.6% | -28.3% | -26.5% |
| YTD | -29.0% | +15.4% | -44.4% | -35.5% |
| 1Y | -13.8% | +1.3% | -15.0% | -22.3% |
| All | -13.8% | +1.2% | -15.0% | -22.3% |
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 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