+279.9%
DFJ vs VT
+363.9%
-84.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.3% |
| 7D | -1.0% | -0.3% | -0.7% | -0.8% |
| 30D | -4.6% | -1.4% | -3.1% | -3.7% |
| 3M | +1.1% | -1.4% | +2.5% | +2.1% |
| 6M | +9.3% | +5.5% | +3.8% | +5.4% |
| YTD | +16.8% | +12.8% | +4.0% | +7.7% |
| 1Y | +24.1% | +15.4% | +8.7% | +12.7% |
| 3Y | +69.8% | +76.9% | -7.1% | +15.3% |
| 5Y | +67.6% | +60.4% | +7.2% | +20.2% |
| 10Y | +123.7% | +232.8% | -109.0% | -1.7% |
| All | +279.9% | +363.9% | -84.0% | +31.8% |
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 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