+284.6%
DB vs VT
+224.5%
+60.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +2.4% | +0.4% | +2.0% | +1.8% |
| 30D | +8.6% | +1.0% | +7.7% | +7.2% |
| 3M | +28.4% | +2.4% | +26.0% | +24.4% |
| 6M | +28.4% | +12.0% | +16.4% | +11.0% |
| YTD | +11.1% | +15.3% | -4.2% | -7.5% |
| 1Y | +21.3% | +22.6% | -1.3% | -6.8% |
| 3Y | +316.1% | +74.7% | +241.4% | +99.4% |
| 5Y | +280.2% | +66.1% | +214.0% | +99.1% |
| All | +284.6% | +224.5% | +60.1% | -27.4% |
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