+280.4%
DAR vs VT
+223.7%
+56.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +1.6% |
| 7D | -2.8% | +0.4% | -3.1% | -3.3% |
| 30D | -12.8% | -2.6% | -10.2% | -10.2% |
| 3M | -11.6% | -3.2% | -8.3% | -8.6% |
| 6M | -16.8% | +0.9% | -17.7% | -18.8% |
| YTD | +45.9% | +11.3% | +34.6% | +25.0% |
| 1Y | +61.5% | +14.0% | +47.5% | +34.4% |
| 3Y | +23.0% | +75.8% | -52.9% | -40.7% |
| 5Y | -35.8% | +57.8% | -93.7% | -64.2% |
| 10Y | +280.4% | +219.8% | +60.6% | -16.1% |
| All | +280.4% | +223.7% | +56.7% | -16.1% |
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