+58.4%
DFAE vs VT
+93.5%
-35.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +0.6% |
| 7D | -0.3% | +0.4% | -0.6% | -0.5% |
| 30D | -8.8% | -2.6% | -6.2% | -6.3% |
| 3M | -6.8% | -3.2% | -3.6% | -3.6% |
| 6M | -9.6% | +0.9% | -10.5% | -9.7% |
| YTD | +11.8% | +11.3% | +0.5% | +2.7% |
| 1Y | +13.8% | +14.0% | -0.2% | +2.3% |
| 3Y | +70.6% | +75.8% | -5.3% | +5.2% |
| 5Y | +45.9% | +57.8% | -11.9% | +0.5% |
| All | +58.4% | +93.5% | -35.1% | -13.0% |
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 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