+135.4%
DAX vs VT
+231.0%
-95.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.4% |
| 7D | +0.7% | -4.2% | +4.9% | +5.0% |
| 30D | +2.9% | -5.8% | +8.7% | +9.2% |
| 3M | -3.0% | -5.2% | +2.2% | +2.3% |
| 6M | +2.4% | +0.1% | +2.3% | +2.1% |
| YTD | +1.6% | +8.2% | -6.7% | -6.2% |
| 1Y | +5.5% | +10.1% | -4.7% | -4.3% |
| 3Y | +76.5% | +69.7% | +6.8% | +3.1% |
| 5Y | +53.0% | +53.4% | -0.4% | -0.9% |
| 10Y | +143.0% | +219.2% | -76.2% | -26.0% |
| All | +135.4% | +231.0% | -95.6% | -29.5% |
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 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