-14.6%
DFDV vs VT
+68.3%
-82.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +1.7% | +12.7% | +14.1% |
| 7D | -6.5% | -0.3% | -6.2% | -6.5% |
| 30D | -31.8% | -1.4% | -30.4% | -31.7% |
| 3M | +35.6% | -1.4% | +37.0% | +35.7% |
| 6M | -12.2% | +5.5% | -17.7% | -10.8% |
| YTD | -26.1% | +12.8% | -39.0% | -23.3% |
| 1Y | -56.9% | +15.4% | -72.4% | -54.3% |
| 3Y | +304.4% | +76.9% | +227.6% | +469.3% |
| All | -14.6% | +68.3% | -82.9% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling