+50.7%
DFAS vs VT
+72.3%
-21.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.4% |
| 30D | -1.2% | +1.0% | -2.2% | -2.2% |
| 3M | +4.0% | +2.4% | +1.7% | +1.2% |
| 6M | +10.6% | +12.0% | -1.4% | -3.0% |
| YTD | +18.6% | +15.3% | +3.3% | +0.6% |
| 1Y | +21.1% | +22.6% | -1.5% | -4.1% |
| 3Y | +50.8% | +74.7% | -23.9% | -19.3% |
| 5Y | +49.9% | +66.1% | -16.3% | -13.0% |
| All | +50.7% | +72.3% | -21.7% | -17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling