+92.0%
DBMF vs VT
+153.6%
-61.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +2.4% | +1.0% | +1.4% | +2.3% |
| 3M | +1.0% | +2.4% | -1.4% | +0.7% |
| 6M | +3.6% | +12.0% | -8.4% | +2.1% |
| YTD | +13.1% | +15.3% | -2.3% | +11.0% |
| 1Y | +26.4% | +22.6% | +3.8% | +23.2% |
| 3Y | +32.0% | +74.7% | -42.7% | +24.4% |
| 5Y | +54.0% | +66.1% | -12.2% | +48.0% |
| All | +92.0% | +153.6% | -61.6% | +77.5% |
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