+24.9%
DFE vs VT
+53.2%
-28.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | +1.9% |
| 7D | 0.0% | -4.2% | +4.2% | +4.1% |
| 30D | +1.6% | -5.8% | +7.4% | +7.4% |
| 3M | -1.4% | -5.2% | +3.9% | +3.7% |
| 6M | +1.5% | +0.1% | +1.4% | +1.0% |
| YTD | +7.4% | +8.2% | -0.8% | -0.8% |
| 1Y | +15.2% | +10.1% | +5.1% | +4.6% |
| 3Y | +61.7% | +69.7% | -8.0% | -5.2% |
| 5Y | +24.9% | +53.4% | -28.5% | -21.3% |
| All | +24.9% | +53.2% | -28.3% | -21.3% |
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