+75.9%
DFAW vs VT
+76.3%
-0.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | +2.1% | +2.4% | -0.3% | -0.2% |
| 30D | -0.6% | -1.5% | +0.9% | +0.9% |
| 3M | -3.4% | -4.1% | +0.7% | +0.5% |
| 6M | +2.2% | +0.6% | +1.6% | +1.5% |
| YTD | +13.1% | +11.0% | +2.1% | +1.9% |
| 1Y | +16.5% | +13.3% | +3.1% | +2.8% |
| 3Y | +74.4% | +73.4% | +1.1% | +0.9% |
| All | +75.9% | +76.3% | -0.5% | -0.2% |
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