+50.8%
DAKT vs VT
+345.0%
-294.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -1.2% |
| 7D | -2.7% | -4.2% | +1.4% | +1.7% |
| 30D | +7.8% | -5.8% | +13.6% | +14.5% |
| 3M | -12.3% | -5.2% | -7.0% | -7.4% |
| 6M | -2.4% | +0.1% | -2.5% | -2.4% |
| YTD | -2.7% | +8.2% | -10.9% | -9.9% |
| 1Y | -2.5% | +10.1% | -12.7% | -11.1% |
| 3Y | +101.0% | +69.7% | +31.4% | +22.0% |
| 5Y | +225.0% | +53.4% | +171.6% | +116.5% |
| 10Y | +159.1% | +219.2% | -60.1% | -19.3% |
| All | +50.8% | +345.0% | -294.2% | -65.5% |
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 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