+111.7%
DFE vs VT
+214.8%
-103.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | +1.9% |
| 7D | 0.0% | -4.2% | +4.2% | +4.0% |
| 30D | +1.6% | -5.8% | +7.4% | +7.4% |
| 3M | -1.4% | -5.2% | +3.9% | +3.6% |
| 6M | +1.5% | +0.1% | +1.4% | +1.1% |
| YTD | +7.4% | +8.2% | -0.9% | -0.6% |
| 1Y | +15.2% | +10.1% | +5.1% | +4.8% |
| 3Y | +61.7% | +69.7% | -8.0% | -3.2% |
| 5Y | +24.9% | +53.4% | -28.5% | -17.8% |
| All | +111.7% | +214.8% | -103.1% | -25.2% |
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 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