+184.3%
DBAW vs VT
+215.5%
-31.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.6% |
| 7D | -0.8% | -2.3% | +1.6% | +1.2% |
| 30D | -3.9% | -5.0% | +1.0% | +0.1% |
| 3M | -4.5% | -4.9% | +0.4% | -0.5% |
| 6M | -1.3% | -1.5% | +0.3% | +0.1% |
| YTD | +11.7% | +8.5% | +3.3% | +4.8% |
| 1Y | +14.9% | +11.4% | +3.5% | +5.5% |
| 3Y | +70.7% | +70.1% | +0.6% | +11.4% |
| 5Y | +68.7% | +53.7% | +15.0% | +18.8% |
| All | +184.3% | +215.5% | -31.2% | +5.9% |
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