+194.6%
DYNF vs VT
+140.8%
+53.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -0.4% |
| 7D | -5.8% | -4.2% | -1.6% | -1.6% |
| 30D | -8.4% | -5.8% | -2.6% | -2.6% |
| 3M | -6.7% | -5.2% | -1.4% | -1.4% |
| 6M | +0.8% | +0.1% | +0.6% | +0.6% |
| YTD | +7.2% | +8.2% | -1.0% | -1.2% |
| 1Y | +8.1% | +10.1% | -2.1% | -2.2% |
| 3Y | +87.3% | +69.7% | +17.6% | +9.6% |
| 5Y | +80.3% | +53.4% | +26.9% | +17.0% |
| All | +194.6% | +140.8% | +53.8% | +22.3% |
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 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