+128.5%
DFJ price history and return analytics
+221.8%
-93.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +5.6% | +2.4% | +3.3% | +3.9% |
| 30D | -2.8% | -1.5% | -1.3% | -1.8% |
| 3M | -1.9% | -4.1% | +2.2% | +1.0% |
| 6M | +4.9% | +0.6% | +4.3% | +4.4% |
| YTD | +17.4% | +11.0% | +6.3% | +8.9% |
| 1Y | +23.3% | +13.3% | +9.9% | +12.7% |
| 3Y | +75.9% | +73.4% | +2.5% | +18.0% |
| 5Y | +71.7% | +57.4% | +14.3% | +22.9% |
| All | +128.5% | +221.8% | -93.2% | -6.7% |
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