+16.0%
DFAR vs VT
+79.4%
-63.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +2.4% | -1.6% | +4.0% | +3.6% |
| 30D | +6.3% | -2.5% | +8.8% | +8.2% |
| 3M | -3.0% | -1.3% | -1.7% | -2.2% |
| 6M | +1.4% | +3.1% | -1.7% | -1.6% |
| YTD | +14.3% | +10.9% | +3.4% | +4.3% |
| 1Y | +14.3% | +12.1% | +2.2% | +3.4% |
| 3Y | +39.6% | +73.9% | -34.3% | -14.9% |
| All | +16.0% | +79.4% | -63.4% | -30.5% |
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