+13.7%
DFGX vs VT
+75.6%
-61.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +1.6% | -1.7% | +3.3% | +1.7% |
| 3M | 0.0% | -2.3% | +2.3% | +0.2% |
| 6M | +0.7% | +1.5% | -0.8% | +0.6% |
| YTD | +0.9% | +12.0% | -11.1% | +0.1% |
| 1Y | +0.2% | +12.9% | -12.7% | -0.7% |
| 3Y | +14.3% | +74.9% | -60.6% | +8.6% |
| All | +13.7% | +75.6% | -61.9% | +7.9% |
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