+55.2%
DAO vs VT
+136.2%
-81.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -3.4% |
| 7D | -6.2% | -0.7% | -5.5% | -5.7% |
| 30D | +10.5% | -1.7% | +12.3% | +12.2% |
| 3M | +5.7% | -2.3% | +8.0% | +7.7% |
| 6M | +59.5% | +1.5% | +58.0% | +54.8% |
| YTD | +92.5% | +12.0% | +80.4% | +67.0% |
| 1Y | +80.5% | +12.9% | +67.6% | +55.5% |
| 3Y | +352.2% | +74.9% | +277.3% | +131.4% |
| 5Y | +35.3% | +59.9% | -24.6% | -21.3% |
| All | +55.2% | +136.2% | -81.0% | -32.3% |
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 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