-36.1%
DAC vs VT
+345.0%
-381.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +2.2% |
| 7D | -6.3% | -4.2% | -2.1% | -1.9% |
| 30D | -9.7% | -5.8% | -3.9% | -3.8% |
| 3M | +8.1% | -5.2% | +13.3% | +14.3% |
| 6M | +19.1% | +0.1% | +19.0% | +18.0% |
| YTD | +62.6% | +8.2% | +54.4% | +47.4% |
| 1Y | +66.7% | +10.1% | +56.6% | +48.1% |
| 3Y | +147.2% | +69.7% | +77.6% | +32.8% |
| 5Y | +152.2% | +53.4% | +98.8% | +50.8% |
| 10Y | +398.2% | +219.2% | +179.0% | +43.2% |
| All | -36.1% | +345.0% | -381.1% | -88.8% |
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