-63.5%
DEFT vs VT
+46.4%
-109.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.5% | -8.6% | -7.3% |
| 7D | -6.5% | +1.0% | -7.5% | -9.5% |
| 30D | +31.3% | -0.2% | +31.5% | +32.6% |
| 3M | +10.5% | +4.5% | +6.0% | -3.7% |
| 6M | -7.3% | +14.1% | -21.4% | -39.5% |
| YTD | -17.7% | +14.8% | -32.5% | -46.6% |
| 1Y | -70.7% | +21.2% | -91.9% | -83.7% |
| All | -63.5% | +46.4% | -109.8% | -87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling