+773.2%
VFC vs DTE
+3,521.9%
-2,748.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.3% |
| 7D | +0.8% | +0.9% | 0.0% | +0.4% |
| 30D | -11.9% | -1.9% | -10.1% | -11.3% |
| 3M | -20.2% | -3.3% | -16.8% | -19.0% |
| 6M | -23.0% | -7.1% | -15.9% | -20.6% |
| YTD | -26.2% | +8.1% | -34.3% | -29.2% |
| 1Y | -13.3% | +5.3% | -18.6% | -15.9% |
| 3Y | -25.5% | +48.2% | -73.6% | -38.4% |
| 5Y | -78.1% | +33.2% | -111.3% | -81.1% |
| 10Y | -68.8% | +137.5% | -206.3% | -79.2% |
| All | +773.2% | +3,521.9% | -2,748.7% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling