+150.2%
DAKT vs VT
+215.5%
-65.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | +2.9% | -2.3% | +5.2% | +5.3% |
| 30D | +9.0% | -5.0% | +13.9% | +14.5% |
| 3M | -10.7% | -4.9% | -5.8% | -6.4% |
| 6M | -3.3% | -1.5% | -1.7% | -1.7% |
| YTD | -1.8% | +8.5% | -10.3% | -8.8% |
| 1Y | +0.8% | +11.4% | -10.5% | -8.4% |
| 3Y | +101.8% | +70.1% | +31.7% | +28.0% |
| 5Y | +227.9% | +53.7% | +174.1% | +125.9% |
| All | +150.2% | +215.5% | -65.3% | +0.4% |
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