+13.1%
DFGX vs VT
+74.5%
-61.4%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.6% | +2.9% | -3.5% | -0.9% |
| 30D | +1.0% | -2.5% | +3.5% | +1.1% |
| 3M | -0.5% | -3.3% | +2.8% | -0.3% |
| 6M | +0.6% | +1.5% | -0.9% | +0.4% |
| YTD | +0.4% | +11.4% | -10.9% | -0.4% |
| 1Y | -0.3% | +11.9% | -12.2% | -1.1% |
| 3Y | +13.7% | +73.9% | -60.1% | +8.1% |
| All | +13.1% | +74.5% | -61.4% | +7.4% |
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