-23.3%
DFDV vs VT
+61.8%
-85.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.4% | +5.6% |
| 7D | +1.5% | -2.3% | +3.8% | +2.5% |
| 30D | -28.9% | -5.0% | -23.9% | -27.9% |
| 3M | +23.2% | -4.9% | +28.0% | +24.9% |
| 6M | -25.6% | -1.5% | -24.0% | -24.3% |
| YTD | -33.7% | +8.5% | -42.1% | -30.2% |
| 1Y | -58.6% | +11.4% | -70.0% | -55.3% |
| 3Y | +290.8% | +70.1% | +220.8% | +457.0% |
| All | -23.3% | +61.8% | -85.1% | +31.7% |
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 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