-11.6%
DFAE vs VT
-0.9%
-10.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.6% |
| 7D | -3.1% | -2.3% | -0.8% | +0.7% |
| 30D | -12.1% | -5.0% | -7.2% | -4.1% |
| 3M | -8.8% | -4.9% | -3.9% | -0.6% |
| 6M | -11.6% | -1.5% | -10.0% | -9.0% |
| All | -11.6% | -0.9% | -10.6% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling