+68.0%
DFP vs VT
+215.5%
-147.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +1.8% | -2.3% | +4.1% | +3.2% |
| 30D | +2.7% | -5.0% | +7.6% | +6.0% |
| 3M | -5.4% | -4.9% | -0.5% | -2.4% |
| 6M | -5.5% | -1.5% | -4.0% | -4.8% |
| YTD | -1.7% | +8.5% | -10.2% | -7.2% |
| 1Y | -4.4% | +11.4% | -15.7% | -11.3% |
| 3Y | +42.3% | +70.1% | -27.8% | -1.8% |
| 5Y | -2.2% | +53.7% | -56.0% | -28.1% |
| All | +68.0% | +215.5% | -147.5% | -27.0% |
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 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