+93.2%
DBMF vs VT
+148.1%
-54.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -5.0% | -1.4% | -3.5% | -4.8% |
| 3M | +3.1% | -1.4% | +4.5% | +3.2% |
| 6M | +3.6% | +5.5% | -1.9% | +2.8% |
| YTD | +13.7% | +12.8% | +0.9% | +12.0% |
| 1Y | +18.6% | +15.4% | +3.1% | +16.4% |
| 3Y | +31.9% | +76.9% | -45.0% | +24.3% |
| 5Y | +53.4% | +60.4% | -7.0% | +48.4% |
| All | +93.2% | +148.1% | -54.9% | +79.0% |
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