-100.0%
DFSC vs VT
+77.3%
-177.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | +13.3% |
| 7D | -27.7% | -4.2% | -23.5% | -13.0% |
| 30D | -46.6% | -5.8% | -40.8% | -30.0% |
| 3M | -56.9% | -5.2% | -51.7% | -44.9% |
| 6M | -84.8% | +0.1% | -85.0% | -85.6% |
| YTD | -68.8% | +8.2% | -77.1% | -80.1% |
| 1Y | -84.8% | +10.1% | -94.9% | -91.2% |
| 3Y | -99.8% | +69.7% | -169.5% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +77.3% | -177.3% | -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