+84.0%
DFUV vs VT
+89.2%
-5.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.3% |
| 7D | -0.3% | -0.7% | +0.4% | +0.3% |
| 30D | +2.2% | -1.7% | +3.9% | +3.7% |
| 3M | +0.1% | -2.3% | +2.4% | +2.1% |
| 6M | +9.5% | +1.5% | +7.9% | +7.6% |
| YTD | +24.1% | +12.0% | +12.0% | +11.3% |
| 1Y | +27.9% | +12.9% | +15.0% | +13.9% |
| 3Y | +80.1% | +74.9% | +5.2% | +6.2% |
| All | +84.0% | +89.2% | -5.2% | -1.3% |
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 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