+301.0%
DAR vs VT
+224.4%
+76.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +3.9% | +3.7% |
| 7D | +3.6% | -0.7% | +4.3% | +4.5% |
| 30D | -11.3% | -1.7% | -9.5% | -9.5% |
| 3M | -13.1% | -2.3% | -10.8% | -11.2% |
| 6M | -15.1% | +1.5% | -16.6% | -17.7% |
| YTD | +50.5% | +12.0% | +38.5% | +28.0% |
| 1Y | +57.9% | +12.9% | +45.0% | +33.2% |
| 3Y | +28.9% | +74.9% | -46.0% | -37.3% |
| 5Y | -31.4% | +59.9% | -91.4% | -62.3% |
| 10Y | +301.0% | +224.6% | +76.4% | -12.2% |
| All | +301.0% | +224.4% | +76.7% | -12.2% |
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 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