+208.3%
DBAW vs VT
+247.8%
-39.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | 0.0% |
| 7D | -3.3% | -4.2% | +0.9% | +0.2% |
| 30D | -5.6% | -5.8% | +0.2% | -0.8% |
| 3M | -5.5% | -5.2% | -0.3% | -1.2% |
| 6M | +0.1% | +0.1% | 0.0% | +0.1% |
| YTD | +10.9% | +8.2% | +2.7% | +4.1% |
| 1Y | +13.3% | +10.1% | +3.2% | +4.9% |
| 3Y | +69.4% | +69.7% | -0.3% | +9.8% |
| 5Y | +67.5% | +53.4% | +14.1% | +17.2% |
| 10Y | +188.8% | +219.2% | -30.4% | +6.1% |
| All | +208.3% | +247.8% | -39.6% | +10.9% |
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