-27.4%
DFDV vs VT
+61.5%
-88.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -4.1% | -10.9% | -13.9% |
| 7D | -17.7% | -4.2% | -13.5% | -16.5% |
| 30D | -36.3% | -5.8% | -30.5% | -35.4% |
| 3M | +13.2% | -5.2% | +18.5% | +14.8% |
| 6M | -26.3% | +0.1% | -26.4% | -24.4% |
| YTD | -37.2% | +8.2% | -45.5% | -33.9% |
| 1Y | -64.0% | +10.1% | -74.1% | -61.6% |
| 3Y | +243.7% | +69.7% | +174.0% | +390.2% |
| All | -27.4% | +61.5% | -88.8% | +24.7% |
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