+111.3%
DFP vs VT
+284.5%
-173.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +1.6% | -1.6% | +3.2% | +2.4% |
| 30D | -0.1% | -2.5% | +2.4% | +1.3% |
| 3M | -6.6% | -1.3% | -5.3% | -6.0% |
| 6M | -7.1% | +3.1% | -10.2% | -8.9% |
| YTD | -2.9% | +10.9% | -13.8% | -8.7% |
| 1Y | -6.0% | +12.1% | -18.1% | -12.2% |
| 3Y | +37.5% | +73.9% | -36.4% | -0.6% |
| 5Y | -2.7% | +58.0% | -60.6% | -26.3% |
| 10Y | +66.8% | +225.5% | -158.6% | -11.4% |
| All | +111.3% | +284.5% | -173.3% | +12.0% |
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 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