-40.5%
DFH vs VT
+75.4%
-116.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | +3.0% |
| 7D | +24.1% | -4.2% | +28.3% | +32.2% |
| 30D | +27.9% | -5.8% | +33.7% | +39.7% |
| 3M | -15.9% | -5.2% | -10.7% | -8.6% |
| 6M | -12.3% | +0.1% | -12.4% | -11.8% |
| YTD | -27.1% | +8.2% | -35.4% | -34.1% |
| 1Y | -35.5% | +10.1% | -45.7% | -43.0% |
| 3Y | -44.8% | +69.7% | -114.5% | -72.2% |
| 5Y | -23.2% | +53.4% | -76.6% | -55.9% |
| All | -40.5% | +75.4% | -116.0% | -68.8% |
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