+33.1%
DFGR vs VT
+93.0%
-59.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +1.7% |
| 7D | +5.7% | -0.3% | +6.0% | +5.9% |
| 30D | +8.5% | -1.4% | +10.0% | +9.5% |
| 3M | -1.2% | -1.4% | +0.2% | -0.4% |
| 6M | +3.1% | +5.5% | -2.4% | -1.2% |
| YTD | +12.1% | +12.8% | -0.8% | +2.1% |
| 1Y | +12.6% | +15.4% | -2.8% | +0.8% |
| 3Y | +40.1% | +76.9% | -36.8% | -15.3% |
| All | +33.1% | +93.0% | -59.9% | -26.2% |
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 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