-12.7%
DAVE vs VT
+69.4%
-82.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.2% |
| 7D | -13.0% | -0.1% | -12.8% | -11.6% |
| 30D | -25.7% | -3.1% | -22.6% | -20.2% |
| 3M | -11.3% | -3.5% | -7.8% | -3.6% |
| 6M | +6.8% | +0.5% | +6.4% | +8.0% |
| YTD | +23.7% | +10.8% | +12.9% | +3.4% |
| 1Y | +10.9% | +11.9% | -1.0% | -8.4% |
| 3Y | +4,742.6% | +73.0% | +4,669.6% | +1,900.2% |
| 5Y | -14.3% | +58.6% | -72.9% | -64.1% |
| All | -12.7% | +69.4% | -82.1% | -63.5% |
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