+658.5%
DAN vs VT
+374.2%
+284.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | +5.6% | +0.4% | +5.1% | +4.7% |
| 30D | +14.9% | +1.0% | +13.9% | +12.8% |
| 3M | -12.3% | +2.4% | -14.7% | -17.2% |
| 6M | -5.6% | +12.0% | -17.6% | -25.3% |
| YTD | +36.4% | +15.3% | +21.0% | +1.9% |
| 1Y | +57.5% | +22.6% | +34.9% | +4.2% |
| 3Y | +111.1% | +74.7% | +36.4% | -28.7% |
| 5Y | +59.7% | +66.1% | -6.4% | -37.1% |
| 10Y | +167.7% | +225.0% | -57.3% | -68.7% |
| All | +658.5% | +374.2% | +284.3% | -57.2% |
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