+279.5%
DAR vs VT
+217.6%
+61.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.3% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -14.4% | -3.1% | -11.4% | -11.4% |
| 3M | -17.9% | -3.5% | -14.4% | -14.9% |
| 6M | -18.3% | +0.5% | -18.8% | -19.8% |
| YTD | +43.2% | +10.8% | +32.5% | +23.5% |
| 1Y | +57.7% | +11.9% | +45.8% | +34.3% |
| 3Y | +22.7% | +73.0% | -50.2% | -39.6% |
| 5Y | -34.0% | +58.6% | -92.6% | -63.4% |
| 10Y | +279.5% | +219.2% | +60.3% | -15.2% |
| All | +279.5% | +217.6% | +61.8% | -15.2% |
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