-67.3%
DEFT vs VT
+44.2%
-111.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.9% | -7.8% | -5.7% |
| 7D | -18.2% | -2.0% | -16.2% | -11.9% |
| 30D | +14.8% | -1.4% | +16.2% | +21.2% |
| 3M | +7.4% | +4.7% | +2.7% | -6.7% |
| 6M | -18.8% | +11.4% | -30.1% | -42.2% |
| YTD | -26.4% | +13.1% | -39.5% | -49.5% |
| 1Y | -73.9% | +19.0% | -92.9% | -84.5% |
| All | -67.3% | +44.2% | -111.5% | -88.6% |
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