-34.1%
DFH vs VT
+87.0%
-121.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.5% | +0.4% | -7.0% | -7.0% |
| 30D | -6.9% | +1.0% | -7.9% | -7.9% |
| 3M | -3.8% | +2.4% | -6.2% | -7.1% |
| 6M | -21.5% | +12.0% | -33.5% | -32.6% |
| YTD | -19.3% | +15.3% | -34.6% | -33.6% |
| 1Y | -51.9% | +22.6% | -74.5% | -63.7% |
| 3Y | -53.8% | +74.7% | -128.5% | -77.8% |
| 5Y | -33.7% | +66.1% | -99.8% | -65.9% |
| All | -34.1% | +87.0% | -121.1% | -68.5% |
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 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