+65.5%
DBA vs VT
+224.5%
-159.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | +4.4% | +1.0% | +3.4% | +4.2% |
| 3M | +8.1% | +2.4% | +5.7% | +7.6% |
| 6M | +10.5% | +12.0% | -1.6% | +8.1% |
| YTD | +13.0% | +15.3% | -2.3% | +10.0% |
| 1Y | +9.7% | +22.6% | -12.9% | +5.5% |
| 3Y | +49.4% | +74.7% | -25.3% | +34.3% |
| 5Y | +71.4% | +66.1% | +5.3% | +55.0% |
| All | +65.5% | +224.5% | -159.0% | +31.7% |
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