-99.3%
DARE vs VT
+221.8%
-321.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.3% |
| 7D | +2.8% | +2.4% | +0.5% | +0.7% |
| 30D | -9.9% | -1.5% | -8.4% | -8.4% |
| 3M | -52.0% | -4.1% | -47.9% | -50.0% |
| 6M | -76.9% | +0.6% | -77.4% | -76.7% |
| YTD | -66.0% | +11.0% | -77.0% | -68.7% |
| 1Y | -65.2% | +13.3% | -78.6% | -68.6% |
| 3Y | -84.3% | +73.4% | -157.7% | -90.7% |
| 5Y | -96.7% | +57.4% | -154.1% | -97.8% |
| All | -99.3% | +221.8% | -321.1% | -99.9% |
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