+32.8%
DBA vs VT
+76.6%
-43.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -7.1% | -1.4% | -5.6% | -6.8% |
| 3M | -4.4% | -1.4% | -3.0% | -4.2% |
| 6M | -6.5% | +5.5% | -12.0% | -7.4% |
| YTD | +3.6% | +12.8% | -9.2% | +1.2% |
| 1Y | +2.8% | +15.4% | -12.6% | -0.1% |
| All | +32.8% | +76.6% | -43.7% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling