+221.9%
DFE vs VT
+345.0%
-123.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | +1.7% |
| 7D | 0.0% | -4.2% | +4.2% | +3.8% |
| 30D | +1.6% | -5.8% | +7.4% | +7.0% |
| 3M | -1.4% | -5.2% | +3.9% | +3.4% |
| 6M | +1.5% | +0.1% | +1.4% | +1.1% |
| YTD | +7.4% | +8.2% | -0.8% | -0.1% |
| 1Y | +15.2% | +10.1% | +5.1% | +5.5% |
| 3Y | +61.7% | +69.7% | -8.0% | +0.4% |
| 5Y | +24.9% | +53.4% | -28.5% | -15.0% |
| 10Y | +113.9% | +219.2% | -105.3% | -22.7% |
| All | +221.9% | +345.0% | -123.1% | -11.5% |
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