-20.5%
DFTX vs VOO
+67.9%
-88.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.3% | +9.3% | +9.1% |
| 7D | -8.4% | -2.7% | -5.7% | -4.2% |
| 30D | -5.2% | -5.4% | +0.2% | +3.8% |
| 3M | -27.9% | -4.1% | -23.8% | -22.8% |
| 6M | +42.1% | +0.7% | +41.3% | +40.0% |
| YTD | +148.5% | +8.7% | +139.7% | +116.0% |
| 1Y | +193.4% | +11.0% | +182.4% | +146.8% |
| 3Y | +1,039.4% | +75.5% | +963.9% | +386.6% |
| All | -20.5% | +67.9% | -88.4% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling