-68.5%
VFC vs DTE
+137.8%
-206.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +5.2% |
| 7D | -1.4% | -2.6% | +1.2% | +0.1% |
| 30D | -9.0% | -4.4% | -4.6% | -6.6% |
| 3M | -24.2% | -8.3% | -15.8% | -20.2% |
| 6M | -18.5% | -8.1% | -10.4% | -14.7% |
| YTD | -25.9% | +4.4% | -30.3% | -28.6% |
| 1Y | -13.0% | +0.2% | -13.2% | -14.2% |
| 3Y | -20.3% | +42.6% | -62.9% | -38.1% |
| 5Y | -78.1% | +31.5% | -109.5% | -82.3% |
| All | -68.5% | +137.8% | -206.4% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling