-40.8%
DFH vs VT
+75.9%
-116.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.8% |
| 7D | +26.7% | -2.3% | +29.0% | +31.3% |
| 30D | +30.5% | -5.0% | +35.5% | +40.8% |
| 3M | -11.6% | -4.9% | -6.7% | -4.4% |
| 6M | -15.4% | -1.5% | -13.8% | -12.9% |
| YTD | -27.5% | +8.5% | -36.0% | -34.7% |
| 1Y | -33.8% | +11.4% | -45.2% | -42.4% |
| 3Y | -44.2% | +70.1% | -114.3% | -72.0% |
| 5Y | -23.6% | +53.7% | -77.3% | -56.3% |
| All | -40.8% | +75.9% | -116.7% | -69.0% |
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