+6.0%
DFNM vs VT
+58.0%
-52.0%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.4% | +2.9% | -3.3% | -0.5% |
| 30D | +2.3% | -2.5% | +4.8% | +2.4% |
| 3M | -0.3% | -3.3% | +3.0% | -0.3% |
| 6M | -0.3% | +1.5% | -1.8% | -0.3% |
| YTD | +0.6% | +11.4% | -10.8% | +0.3% |
| 1Y | +1.0% | +11.9% | -10.9% | +0.7% |
| 3Y | +9.8% | +73.9% | -64.0% | +7.9% |
| All | +6.0% | +58.0% | -52.0% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling