+647.1%
VFC vs DRI
+7,978.2%
-7,331.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | +11.2% | +2.8% | +8.4% | +10.2% |
| 30D | +41.5% | +13.3% | +28.3% | +35.6% |
| 3M | +38.9% | +8.2% | +30.8% | +35.0% |
| 6M | +6.1% | +17.5% | -11.4% | -0.1% |
| YTD | +14.5% | +26.9% | -12.4% | +4.7% |
| 1Y | +46.0% | +31.6% | +14.4% | +31.7% |
| 3Y | +36.4% | +67.0% | -30.6% | +14.0% |
| 5Y | -67.5% | +72.9% | -140.4% | -73.3% |
| 10Y | -45.8% | +371.3% | -417.2% | -69.4% |
| All | +647.1% | +7,978.2% | -7,331.0% | +108.4% |
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 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