-96.0%
DAMD vs VT
+14.3%
-110.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.2% | -0.3% | +18.5% | +16.3% |
| 7D | -36.6% | +2.4% | -38.9% | -22.7% |
| 30D | -18.3% | -1.5% | -16.8% | -14.8% |
| 3M | -49.2% | -4.1% | -45.1% | -53.4% |
| 6M | -73.0% | +0.6% | -73.6% | -59.8% |
| YTD | -96.7% | +11.0% | -107.7% | -90.8% |
| All | -96.0% | +14.3% | -110.2% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling