+229.7%
DB vs VT
+215.5%
+14.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.6% | -4.7% |
| 7D | +3.6% | -2.3% | +5.9% | +6.8% |
| 30D | +3.8% | -5.0% | +8.8% | +11.2% |
| 3M | -7.4% | -4.9% | -2.5% | -0.9% |
| 6M | +12.8% | -1.5% | +14.3% | +15.5% |
| YTD | -6.4% | +8.5% | -14.8% | -15.2% |
| 1Y | -0.2% | +11.4% | -11.6% | -12.6% |
| 3Y | +235.4% | +70.1% | +165.3% | +67.6% |
| 5Y | +213.0% | +53.7% | +159.3% | +82.4% |
| All | +229.7% | +215.5% | +14.1% | -35.9% |
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