-99.9%
DFLI vs VT
+68.8%
-168.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +5.8% | +1.0% | +4.8% | +4.6% |
| 30D | -17.4% | -0.2% | -17.2% | -17.0% |
| 3M | -42.0% | +4.5% | -46.6% | -44.3% |
| 6M | -57.9% | +14.1% | -72.0% | -62.5% |
| YTD | -64.5% | +14.8% | -79.3% | -68.5% |
| 1Y | -58.4% | +21.2% | -79.6% | -63.9% |
| 3Y | -99.3% | +76.6% | -175.9% | -99.5% |
| 5Y | -99.9% | +66.6% | -166.5% | -99.9% |
| All | -99.9% | +68.8% | -168.7% | -99.9% |
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