-99.9%
DARE vs VT
+251.2%
-351.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.9% | +0.4% | -2.4% | -2.4% |
| 30D | -46.2% | +1.0% | -47.2% | -46.6% |
| 3M | -66.9% | +2.4% | -69.3% | -67.5% |
| 6M | -53.8% | +12.0% | -65.8% | -57.8% |
| YTD | -62.6% | +15.3% | -78.0% | -66.7% |
| 1Y | -66.2% | +22.6% | -88.7% | -71.4% |
| 3Y | -91.2% | +74.7% | -165.8% | -94.7% |
| 5Y | -96.5% | +66.1% | -162.7% | -97.8% |
| 10Y | -99.4% | +225.0% | -324.4% | -99.8% |
| All | -99.9% | +251.2% | -351.1% | -100.0% |
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