+37.2%
DFAS vs VT
+57.9%
-20.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +0.7% | -1.6% | +2.3% | +2.5% |
| 30D | +1.5% | -2.5% | +4.0% | +4.4% |
| 3M | -2.6% | -1.3% | -1.3% | -1.3% |
| 6M | +4.0% | +3.1% | +0.9% | +0.2% |
| YTD | +15.7% | +10.9% | +4.7% | +2.5% |
| 1Y | +19.0% | +12.1% | +6.9% | +4.2% |
| 3Y | +58.0% | +73.9% | -15.9% | -14.5% |
| All | +37.2% | +57.9% | -20.7% | -16.1% |
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