-79.0%
VFC vs DTE
+31.2%
-110.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.9% |
| 7D | -3.3% | -2.0% | -1.3% | -2.2% |
| 30D | -14.0% | -2.4% | -11.6% | -12.9% |
| 3M | -22.6% | -7.3% | -15.3% | -19.3% |
| 6M | -24.7% | -7.6% | -17.1% | -21.7% |
| YTD | -29.0% | +5.8% | -34.8% | -32.1% |
| 1Y | -13.8% | +2.3% | -16.1% | -16.0% |
| 3Y | -28.2% | +45.0% | -73.3% | -45.7% |
| 5Y | -79.0% | +33.2% | -112.2% | -83.4% |
| All | -79.0% | +31.2% | -110.2% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling