+90.7%
DBMF vs VT
+138.0%
-47.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.8% |
| 7D | -5.0% | -4.2% | -0.8% | -4.5% |
| 30D | -5.9% | -5.8% | -0.1% | -5.2% |
| 3M | +1.7% | -5.2% | +6.9% | +2.3% |
| 6M | +2.1% | +0.1% | +1.9% | +2.0% |
| YTD | +12.3% | +8.2% | +4.0% | +11.1% |
| 1Y | +16.4% | +10.1% | +6.3% | +14.9% |
| 3Y | +30.2% | +69.7% | -39.5% | +23.3% |
| 5Y | +49.3% | +53.4% | -4.1% | +45.2% |
| All | +90.7% | +138.0% | -47.3% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling