+111.1%
DAC vs VT
+66.2%
+44.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.0% | +0.4% | +2.6% | +2.6% |
| 30D | +12.0% | +1.0% | +11.0% | +11.1% |
| 3M | +20.3% | +2.4% | +17.9% | +17.6% |
| 6M | +39.1% | +12.0% | +27.1% | +25.5% |
| YTD | +68.6% | +15.3% | +53.2% | +48.2% |
| 1Y | +69.0% | +22.6% | +46.4% | +40.4% |
| 3Y | +152.8% | +74.7% | +78.1% | +49.2% |
| All | +111.1% | +66.2% | +44.9% | +34.0% |
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