+41.2%
DFAE vs VT
+53.4%
-12.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.8% |
| 7D | -3.1% | -2.3% | -0.8% | -0.8% |
| 30D | -12.1% | -5.0% | -7.2% | -7.7% |
| 3M | -8.8% | -4.9% | -3.9% | -4.2% |
| 6M | -11.6% | -1.5% | -10.0% | -9.5% |
| YTD | +8.5% | +8.5% | 0.0% | +2.3% |
| 1Y | +10.0% | +11.4% | -1.4% | +1.4% |
| 3Y | +62.5% | +70.1% | -7.5% | +5.3% |
| All | +41.2% | +53.4% | -12.2% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling