+88.5%
DFSE vs VT
+99.4%
-10.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.2% | -1.6% | -1.6% | -1.6% |
| 30D | -10.1% | -2.5% | -7.6% | -7.7% |
| 3M | -5.1% | -1.3% | -3.8% | -3.6% |
| 6M | -6.3% | +3.1% | -9.4% | -8.4% |
| YTD | +7.5% | +10.9% | -3.5% | -1.4% |
| 1Y | +6.7% | +12.1% | -5.3% | -3.0% |
| 3Y | +58.0% | +73.9% | -15.9% | -2.4% |
| All | +88.5% | +99.4% | -10.9% | +3.3% |
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