+202.1%
DYNF vs VT
+146.5%
+55.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.2% |
| 7D | -1.1% | -0.1% | -0.9% | -0.9% |
| 30D | -5.7% | -3.1% | -2.7% | -2.7% |
| 3M | -4.9% | -3.5% | -1.4% | -1.4% |
| 6M | +1.4% | +0.5% | +0.9% | +0.8% |
| YTD | +9.9% | +10.8% | -0.9% | -1.1% |
| 1Y | +10.1% | +11.9% | -1.8% | -2.0% |
| 3Y | +88.0% | +73.0% | +15.1% | +7.8% |
| 5Y | +86.9% | +58.6% | +28.3% | +17.3% |
| All | +202.1% | +146.5% | +55.6% | +22.5% |
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