-93.1%
DAMD vs VT
+18.1%
-111.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -0.5% | -10.9% | -14.4% |
| 7D | -18.6% | +1.0% | -19.6% | -14.1% |
| 30D | -14.1% | -0.2% | -13.9% | -15.4% |
| 3M | -36.9% | +4.5% | -41.5% | -4.8% |
| 6M | -94.2% | +14.1% | -108.2% | -85.0% |
| YTD | -94.3% | +14.8% | -109.1% | -83.7% |
| All | -93.1% | +18.1% | -111.2% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling