+0.6%
DFP vs VT
+66.2%
-65.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | -2.1% | +1.0% | -3.1% | -2.6% |
| 3M | +1.0% | +2.4% | -1.4% | -0.2% |
| 6M | -2.4% | +12.0% | -14.4% | -7.8% |
| YTD | +2.0% | +15.3% | -13.4% | -5.2% |
| 1Y | +2.9% | +22.6% | -19.7% | -7.3% |
| 3Y | +41.9% | +74.7% | -32.7% | +5.7% |
| All | +0.6% | +66.2% | -65.5% | -25.1% |
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