+415.4%
DAC vs VT
+215.5%
+199.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.8% |
| 7D | -5.7% | -2.3% | -3.4% | -3.1% |
| 30D | -9.4% | -5.0% | -4.5% | -3.9% |
| 3M | +4.1% | -4.9% | +9.0% | +10.2% |
| 6M | +15.5% | -1.5% | +17.1% | +16.6% |
| YTD | +61.7% | +8.5% | +53.3% | +44.3% |
| 1Y | +64.8% | +11.4% | +53.4% | +42.1% |
| 3Y | +149.1% | +70.1% | +79.1% | +20.9% |
| 5Y | +150.8% | +53.7% | +97.1% | +39.0% |
| All | +415.4% | +215.5% | +199.8% | -14.7% |
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