-32.1%
DB vs VT
+356.1%
-388.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.9% | -1.6% | +7.6% | +8.8% |
| 30D | -2.7% | -2.5% | -0.2% | +1.4% |
| 3M | -8.4% | -1.3% | -7.1% | -6.5% |
| 6M | +13.4% | +3.1% | +10.3% | +8.4% |
| YTD | -8.5% | +10.9% | -19.5% | -21.7% |
| 1Y | -2.5% | +12.1% | -14.5% | -17.7% |
| 3Y | +225.0% | +73.9% | +151.1% | +35.0% |
| 5Y | +194.1% | +58.0% | +136.1% | +43.8% |
| 10Y | +237.4% | +225.5% | +12.0% | -51.1% |
| All | -32.1% | +356.1% | -388.2% | -92.9% |
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 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