+43.0%
DFAS vs VT
+61.7%
-18.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | +0.7% |
| 7D | -3.4% | -4.2% | +0.8% | +1.2% |
| 30D | -1.5% | -5.8% | +4.3% | +5.2% |
| 3M | -6.2% | -5.2% | -0.9% | -0.5% |
| 6M | +0.7% | +0.1% | +0.5% | +0.1% |
| YTD | +12.6% | +8.2% | +4.4% | +2.4% |
| 1Y | +15.8% | +10.1% | +5.6% | +3.2% |
| 3Y | +53.8% | +69.7% | -15.8% | -15.1% |
| 5Y | +31.4% | +53.4% | -22.0% | -17.0% |
| All | +43.0% | +61.7% | -18.7% | -15.8% |
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