+265.8%
DAR vs VT
+215.5%
+50.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.3% |
| 7D | -9.9% | -2.3% | -7.6% | -7.6% |
| 30D | -16.4% | -5.0% | -11.4% | -11.5% |
| 3M | -17.1% | -4.9% | -12.2% | -12.6% |
| 6M | -20.5% | -1.5% | -18.9% | -20.2% |
| YTD | +39.4% | +8.5% | +30.9% | +23.1% |
| 1Y | +57.2% | +11.4% | +45.9% | +34.4% |
| 3Y | +13.9% | +70.1% | -56.2% | -42.9% |
| 5Y | -40.8% | +53.7% | -94.5% | -65.9% |
| All | +265.8% | +215.5% | +50.3% | -17.2% |
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