+114.3%
DFP vs VT
+291.1%
-176.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | +3.1% | -0.3% | +3.4% | +3.3% |
| 30D | +3.3% | -1.4% | +4.7% | +4.1% |
| 3M | -5.7% | -1.4% | -4.3% | -5.0% |
| 6M | -5.0% | +5.5% | -10.4% | -7.9% |
| YTD | -1.5% | +12.8% | -14.3% | -8.2% |
| 1Y | -4.2% | +15.4% | -19.6% | -11.9% |
| 3Y | +39.4% | +76.9% | -37.4% | -0.2% |
| 5Y | -1.9% | +60.4% | -62.3% | -26.3% |
| 10Y | +68.4% | +232.8% | -164.4% | -11.5% |
| All | +114.3% | +291.1% | -176.8% | +12.6% |
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