+121.9%
DFP vs VT
+299.8%
-177.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 6M | -2.4% | +12.0% | -14.4% | -8.5% |
| YTD | +2.0% | +15.3% | -13.4% | -6.1% |
| 1Y | +2.9% | +22.6% | -19.7% | -8.5% |
| 3Y | +41.9% | +74.7% | -32.7% | +2.4% |
| 5Y | +0.2% | +66.1% | -66.0% | -26.3% |
| 10Y | +68.3% | +225.0% | -156.7% | -11.9% |
| All | +121.9% | +299.8% | -177.9% | +15.2% |
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