-80.9%
DEFT vs VT
+41.6%
-122.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.3% | +7.2% | +7.9% |
| 7D | -3.6% | +2.4% | -5.9% | -11.2% |
| 30D | -26.1% | -1.5% | -24.6% | -21.4% |
| 3M | -32.4% | -4.1% | -28.3% | -20.2% |
| 6M | -52.8% | +0.6% | -53.4% | -52.2% |
| YTD | -57.0% | +11.0% | -68.0% | -68.1% |
| 1Y | -77.6% | +13.3% | -90.9% | -84.3% |
| All | -80.9% | +41.6% | -122.5% | -92.8% |
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