+339.1%
DBEF vs VT
+335.5%
+3.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | +0.5% |
| 7D | -1.9% | -4.2% | +2.3% | +1.5% |
| 30D | -1.7% | -5.8% | +4.1% | +3.2% |
| 3M | -2.7% | -5.2% | +2.6% | +1.6% |
| 6M | +5.7% | +0.1% | +5.6% | +5.5% |
| YTD | +12.8% | +8.2% | +4.6% | +5.6% |
| 1Y | +15.9% | +10.1% | +5.7% | +7.0% |
| 3Y | +66.4% | +69.7% | -3.3% | +7.9% |
| 5Y | +79.0% | +53.4% | +25.6% | +25.0% |
| 10Y | +217.4% | +219.2% | -1.8% | +21.1% |
| All | +339.1% | +335.5% | +3.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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