+80.8%
DFEM vs VT
+88.5%
-7.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | +4.8% | +1.0% | +3.9% | +3.9% |
| 3M | 0.0% | +2.4% | -2.3% | -1.7% |
| 6M | +15.5% | +12.0% | +3.5% | +5.3% |
| YTD | +24.8% | +15.3% | +9.5% | +11.3% |
| 1Y | +36.0% | +22.6% | +13.4% | +15.5% |
| 3Y | +81.4% | +74.7% | +6.7% | +16.2% |
| All | +80.8% | +88.5% | -7.7% | +8.8% |
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 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