-38.9%
DFH vs VT
+82.9%
-121.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +1.7% | +25.1% | +24.4% |
| 7D | +31.8% | -0.3% | +32.1% | +32.9% |
| 30D | +29.7% | -1.4% | +31.1% | +33.0% |
| 3M | -10.4% | -1.4% | -9.0% | -7.8% |
| 6M | -8.8% | +5.5% | -14.2% | -14.6% |
| YTD | -25.1% | +12.8% | -37.9% | -36.1% |
| 1Y | -32.8% | +15.4% | -48.3% | -44.4% |
| 3Y | -43.3% | +76.9% | -120.2% | -73.0% |
| 5Y | -18.8% | +60.4% | -79.2% | -56.1% |
| All | -38.9% | +82.9% | -121.8% | -69.7% |
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