+87.7%
DMXF vs VT
+128.2%
-40.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +0.7% |
| 7D | -2.5% | -4.2% | +1.7% | +1.6% |
| 30D | -3.3% | -5.8% | +2.5% | +2.4% |
| 3M | -4.1% | -5.2% | +1.2% | +1.1% |
| 6M | +3.8% | +0.1% | +3.7% | +3.8% |
| YTD | +11.3% | +8.2% | +3.0% | +3.5% |
| 1Y | +13.1% | +10.1% | +3.0% | +3.5% |
| 3Y | +56.6% | +69.7% | -13.1% | -4.6% |
| 5Y | +34.0% | +53.4% | -19.4% | -11.5% |
| All | +87.7% | +128.2% | -40.5% | -1.8% |
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