-29.2%
DFTX vs VT
+53.2%
-82.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -0.1% |
| 7D | -20.0% | -4.2% | -15.8% | -13.8% |
| 30D | -14.8% | -5.8% | -9.0% | -5.3% |
| 3M | -31.6% | -5.2% | -26.4% | -24.8% |
| 6M | +35.5% | +0.1% | +35.4% | +35.0% |
| YTD | +126.7% | +8.2% | +118.5% | +95.3% |
| 1Y | +163.3% | +10.1% | +153.2% | +119.8% |
| 3Y | +882.5% | +69.7% | +812.9% | +304.0% |
| 5Y | -29.2% | +53.4% | -82.6% | -57.0% |
| All | -29.2% | +53.2% | -82.4% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling