+84.6%
DFUV vs VT
+94.8%
-10.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | +1.7% | +1.0% | +0.8% | +0.8% |
| 3M | +5.8% | +2.4% | +3.4% | +3.4% |
| 6M | +15.9% | +12.0% | +3.9% | +4.3% |
| YTD | +24.4% | +15.3% | +9.1% | +8.9% |
| 1Y | +31.6% | +22.6% | +9.0% | +8.8% |
| 3Y | +70.3% | +74.7% | -4.3% | +0.9% |
| All | +84.6% | +94.8% | -10.2% | -3.4% |
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