-100.0%
DFSC vs VT
+81.7%
-181.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | 0.0% |
| 7D | -22.4% | -1.6% | -20.8% | -15.9% |
| 30D | -47.7% | -2.5% | -45.2% | -40.8% |
| 3M | -56.6% | -1.3% | -55.3% | -53.3% |
| 6M | -80.3% | +3.1% | -83.4% | -83.3% |
| YTD | -65.8% | +10.9% | -76.8% | -80.1% |
| 1Y | -85.3% | +12.1% | -97.4% | -91.9% |
| 3Y | -99.8% | +73.9% | -173.7% | -100.0% |
| 5Y | -100.0% | +58.0% | -158.0% | -100.0% |
| All | -100.0% | +81.7% | -181.7% | -100.0% |
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