+140.6%
DAX vs VT
+224.4%
-83.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -1.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.3% |
| 30D | +5.0% | -1.7% | +6.8% | +6.8% |
| 3M | -2.9% | -2.3% | -0.6% | -0.7% |
| 6M | +3.2% | +1.5% | +1.6% | +1.5% |
| YTD | +2.3% | +12.0% | -9.7% | -8.6% |
| 1Y | +5.0% | +12.9% | -7.9% | -6.8% |
| 3Y | +77.5% | +74.9% | +2.6% | +1.7% |
| 5Y | +55.4% | +59.9% | -4.5% | -2.7% |
| 10Y | +140.6% | +224.6% | -84.0% | -28.1% |
| All | +140.6% | +224.4% | -83.8% | -28.1% |
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