+79.8%
DAN vs VT
+223.7%
-143.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +2.7% |
| 7D | +1.5% | +0.4% | +1.1% | +1.0% |
| 30D | -20.8% | -2.6% | -18.2% | -16.7% |
| 3M | -18.3% | -3.2% | -15.1% | -13.0% |
| 6M | -32.7% | +0.9% | -33.7% | -34.3% |
| YTD | -1.1% | +11.3% | -12.4% | -19.4% |
| 1Y | +8.2% | +14.0% | -5.8% | -15.5% |
| 3Y | +114.2% | +75.8% | +38.4% | -23.2% |
| 5Y | +13.7% | +57.8% | -44.1% | -47.5% |
| 10Y | +79.8% | +219.8% | -140.0% | -71.8% |
| All | +79.8% | +223.7% | -143.9% | -71.8% |
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