-51.8%
DFH vs VT
+79.8%
-131.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | -1.7% | -1.6% | -0.1% | +0.5% |
| 30D | -6.0% | -2.5% | -3.6% | -2.7% |
| 3M | -22.3% | -1.3% | -21.0% | -20.4% |
| 6M | -33.8% | +3.1% | -36.9% | -36.3% |
| YTD | -40.9% | +10.9% | -51.9% | -48.6% |
| 1Y | -47.3% | +12.1% | -59.4% | -54.8% |
| 3Y | -55.3% | +73.9% | -129.2% | -78.3% |
| 5Y | -34.9% | +58.0% | -92.9% | -64.2% |
| All | -51.8% | +79.8% | -131.6% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling