+195.6%
DYNF vs VT
+141.3%
+54.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | -3.5% | -2.3% | -1.2% | -1.2% |
| 30D | -7.7% | -5.0% | -2.8% | -2.8% |
| 3M | -6.4% | -4.9% | -1.5% | -1.5% |
| 6M | -0.5% | -1.5% | +1.0% | +1.0% |
| YTD | +7.6% | +8.5% | -0.9% | -1.1% |
| 1Y | +9.6% | +11.4% | -1.8% | -1.9% |
| 3Y | +87.8% | +70.1% | +17.7% | +9.6% |
| 5Y | +80.9% | +53.7% | +27.2% | +17.1% |
| All | +195.6% | +141.3% | +54.2% | +22.4% |
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