+390.3%
VFC vs DRI
+7,577.6%
-7,187.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -11.6% | +3.8% | -15.5% | -12.9% |
| 3M | -18.1% | +13.0% | -31.1% | -21.8% |
| 6M | -27.4% | +8.3% | -35.7% | -29.7% |
| YTD | -24.8% | +20.6% | -45.4% | -30.0% |
| 1Y | -8.2% | +6.5% | -14.7% | -10.9% |
| 3Y | -29.1% | +53.7% | -82.8% | -38.9% |
| 5Y | -79.2% | +72.7% | -151.8% | -82.8% |
| 10Y | -68.1% | +363.2% | -431.3% | -81.8% |
| All | +390.3% | +7,577.6% | -7,187.3% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling