-8.2%
VFC vs DTE
+3.0%
-11.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -11.6% | -2.6% | -9.1% | -11.2% |
| 3M | -18.1% | -3.9% | -14.2% | -17.2% |
| 6M | -27.4% | -7.9% | -19.4% | -26.1% |
| YTD | -24.8% | +7.2% | -32.0% | -25.4% |
| 1Y | -8.2% | +3.1% | -11.3% | -6.0% |
| All | -8.2% | +3.0% | -11.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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