+427.0%
DAN vs VT
+345.0%
+82.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | +1.9% |
| 7D | -10.4% | -4.2% | -6.3% | -2.5% |
| 30D | -21.7% | -5.8% | -15.9% | -11.9% |
| 3M | -20.2% | -5.2% | -15.0% | -11.2% |
| 6M | -35.2% | +0.1% | -35.3% | -36.0% |
| YTD | -5.2% | +8.2% | -13.5% | -19.8% |
| 1Y | +5.3% | +10.1% | -4.9% | -13.8% |
| 3Y | +95.5% | +69.7% | +25.9% | -29.9% |
| 5Y | +6.8% | +53.4% | -46.6% | -51.0% |
| 10Y | +80.9% | +219.2% | -138.3% | -78.2% |
| All | +427.0% | +345.0% | +82.0% | -66.3% |
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