-100.0%
DFLI vs VT
+63.7%
-163.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.4% | +3.0% |
| 7D | +6.6% | +0.4% | +6.2% | +6.9% |
| 30D | -48.6% | -2.6% | -46.0% | -46.4% |
| 3M | -81.6% | -3.2% | -78.4% | -80.6% |
| 6M | -88.3% | +0.9% | -89.2% | -88.1% |
| YTD | -92.1% | +11.3% | -103.4% | -92.6% |
| 1Y | -97.2% | +14.0% | -111.2% | -97.5% |
| 3Y | -99.6% | +75.8% | -175.5% | -99.7% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| All | -100.0% | +63.7% | -163.7% | -100.0% |
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 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