+56.2%
VFC vs DRI
+68.2%
-12.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.0% |
| 7D | +1.6% | +1.1% | +0.6% | +1.0% |
| 30D | +25.5% | +9.7% | +15.8% | +18.9% |
| 3M | +41.3% | +3.2% | +38.1% | +38.4% |
| 6M | +22.2% | +20.6% | +1.6% | +7.8% |
| YTD | +16.4% | +28.3% | -11.8% | -2.9% |
| 1Y | +38.4% | +34.5% | +3.9% | +11.3% |
| 3Y | +56.2% | +66.5% | -10.3% | -1.3% |
| All | +56.2% | +68.2% | -12.0% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling