+153.5%
DAKT vs VT
+223.7%
-70.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +0.6% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +11.0% | -2.6% | +13.6% | +14.0% |
| 3M | -6.7% | -3.2% | -3.4% | -3.7% |
| 6M | -2.6% | +0.9% | -3.5% | -3.3% |
| YTD | +1.2% | +11.3% | -10.1% | -8.3% |
| 1Y | +6.4% | +14.0% | -7.6% | -5.5% |
| 3Y | +103.3% | +75.8% | +27.4% | +25.0% |
| 5Y | +239.6% | +57.8% | +181.7% | +128.2% |
| 10Y | +153.5% | +219.8% | -66.3% | -2.5% |
| All | +153.5% | +223.7% | -70.2% | -2.5% |
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