+17.4%
DFAR vs VT
+75.0%
-57.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +1.3% |
| 7D | +2.3% | -4.2% | +6.5% | +5.5% |
| 30D | +7.1% | -5.8% | +12.9% | +11.8% |
| 3M | -1.5% | -5.2% | +3.8% | +2.3% |
| 6M | +3.0% | +0.1% | +2.8% | +2.0% |
| YTD | +15.7% | +8.2% | +7.5% | +7.5% |
| 1Y | +15.4% | +10.1% | +5.2% | +5.6% |
| 3Y | +41.3% | +69.7% | -28.3% | -12.3% |
| All | +17.4% | +75.0% | -57.6% | -28.4% |
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