-57.2%
DAIO vs VT
+345.0%
-402.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -0.5% |
| 7D | -2.1% | -4.2% | +2.1% | -0.1% |
| 30D | -19.1% | -5.8% | -13.3% | -16.7% |
| 3M | -21.0% | -5.2% | -15.8% | -18.9% |
| 6M | -16.5% | +0.1% | -16.7% | -16.4% |
| YTD | -25.2% | +8.2% | -33.5% | -27.9% |
| 1Y | -19.7% | +10.1% | -29.8% | -23.1% |
| 3Y | -21.5% | +69.7% | -91.2% | -38.4% |
| 5Y | -57.5% | +53.4% | -110.9% | -65.3% |
| 10Y | -42.3% | +219.2% | -261.6% | -65.2% |
| All | -57.2% | +345.0% | -402.2% | -77.7% |
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