+244.6%
DB vs VT
+214.8%
+29.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | +4.7% |
| 7D | +4.5% | -4.2% | +8.6% | +10.6% |
| 30D | +3.7% | -5.8% | +9.5% | +12.4% |
| 3M | -4.3% | -5.2% | +1.0% | +3.0% |
| 6M | +23.2% | +0.1% | +23.1% | +23.4% |
| YTD | -2.1% | +8.2% | -10.3% | -11.0% |
| 1Y | +3.6% | +10.1% | -6.5% | -7.8% |
| 3Y | +247.8% | +69.7% | +178.2% | +74.4% |
| 5Y | +227.2% | +53.4% | +173.8% | +91.3% |
| All | +244.6% | +214.8% | +29.8% | -32.8% |
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