+68.0%
DAN vs VT
+215.5%
-147.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.3% |
| 7D | -6.5% | -2.3% | -4.1% | -2.4% |
| 30D | -22.9% | -5.0% | -17.9% | -15.3% |
| 3M | -20.5% | -4.9% | -15.6% | -12.8% |
| 6M | -38.8% | -1.5% | -37.3% | -37.5% |
| YTD | -8.0% | +8.5% | -16.5% | -21.5% |
| 1Y | +2.4% | +11.4% | -8.9% | -16.7% |
| 3Y | +94.3% | +70.1% | +24.2% | -26.0% |
| 5Y | +3.7% | +53.7% | -50.1% | -49.8% |
| All | +68.0% | +215.5% | -147.5% | -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