-48.7%
DAIO vs VT
+374.2%
-422.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -5.3% | +1.0% | -6.3% | -5.7% |
| 3M | -27.7% | +2.4% | -30.1% | -28.4% |
| 6M | -1.0% | +12.0% | -13.0% | -6.1% |
| YTD | -10.4% | +15.3% | -25.7% | -16.2% |
| 1Y | -10.4% | +22.6% | -33.0% | -18.5% |
| 3Y | -25.7% | +74.7% | -100.3% | -42.6% |
| 5Y | -50.3% | +66.1% | -116.4% | -60.9% |
| 10Y | -19.8% | +225.0% | -244.8% | -52.3% |
| All | -48.7% | +374.2% | -422.9% | -74.1% |
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