-13.0%
VFC vs DTE
+1.0%
-13.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.6% |
| 7D | -1.4% | -2.6% | +1.2% | -0.9% |
| 30D | -9.0% | -4.4% | -4.6% | -8.2% |
| 3M | -24.2% | -8.3% | -15.8% | -22.8% |
| 6M | -18.5% | -8.1% | -10.4% | -16.7% |
| YTD | -25.9% | +4.4% | -30.3% | -26.5% |
| 1Y | -13.0% | +0.2% | -13.2% | -11.4% |
| All | -13.0% | +1.0% | -13.9% | -11.4% |
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