+6.8%
DFCA vs VT
+79.5%
-72.7%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | -1.2% | -0.2% | -0.9% | -1.2% |
| 3M | -1.5% | +4.5% | -6.0% | -1.6% |
| 6M | -1.5% | +14.1% | -15.5% | -1.9% |
| YTD | -0.4% | +14.8% | -15.2% | -0.9% |
| 1Y | +1.4% | +21.2% | -19.8% | +0.7% |
| 3Y | +7.4% | +76.6% | -69.2% | +4.3% |
| All | +6.8% | +79.5% | -72.7% | +3.7% |
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