-41.9%
DAIO vs VT
+214.8%
-256.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +0.1% |
| 7D | -2.1% | -4.2% | +2.1% | +0.6% |
| 30D | -19.1% | -5.8% | -13.3% | -16.0% |
| 3M | -21.0% | -5.2% | -15.8% | -18.2% |
| 6M | -16.5% | +0.1% | -16.7% | -16.4% |
| YTD | -25.2% | +8.2% | -33.5% | -28.7% |
| 1Y | -19.7% | +10.1% | -29.8% | -24.1% |
| 3Y | -21.5% | +69.7% | -91.2% | -42.7% |
| 5Y | -57.5% | +53.4% | -110.9% | -67.4% |
| All | -41.9% | +214.8% | -256.7% | -69.2% |
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 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