+148.0%
DAC vs VT
+59.8%
+88.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +1.5% |
| 7D | -1.0% | -0.7% | -0.4% | -0.6% |
| 30D | -10.4% | -1.7% | -8.7% | -9.2% |
| 3M | +12.4% | -2.3% | +14.7% | +14.3% |
| 6M | +15.4% | +1.5% | +13.9% | +13.4% |
| YTD | +64.7% | +12.0% | +52.7% | +48.6% |
| 1Y | +64.3% | +12.9% | +51.5% | +47.2% |
| 3Y | +162.6% | +74.9% | +87.7% | +56.8% |
| 5Y | +148.0% | +59.9% | +88.1% | +57.2% |
| All | +148.0% | +59.8% | +88.2% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling