+208.0%
DAR vs VT
+345.0%
-137.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | +1.9% |
| 7D | -8.1% | -4.2% | -3.9% | -3.4% |
| 30D | -17.1% | -5.8% | -11.3% | -11.2% |
| 3M | -12.3% | -5.2% | -7.0% | -7.0% |
| 6M | -21.8% | +0.1% | -21.9% | -23.1% |
| YTD | +40.8% | +8.2% | +32.6% | +24.6% |
| 1Y | +57.4% | +10.1% | +47.2% | +36.4% |
| 3Y | +12.1% | +69.7% | -57.5% | -43.2% |
| 5Y | -40.2% | +53.4% | -93.6% | -65.3% |
| 10Y | +280.1% | +219.2% | +60.8% | -7.2% |
| All | +208.0% | +345.0% | -137.0% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling