+229.4%
DBAW vs VT
+270.7%
-41.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.9% | +0.4% | +0.5% | +0.5% |
| 30D | +0.9% | +1.0% | 0.0% | +0.1% |
| 3M | +1.9% | +2.4% | -0.4% | 0.0% |
| 6M | +11.0% | +12.0% | -1.0% | +1.3% |
| YTD | +18.5% | +15.3% | +3.1% | +5.5% |
| 1Y | +30.0% | +22.6% | +7.4% | +10.2% |
| 3Y | +77.7% | +74.7% | +3.0% | +12.4% |
| 5Y | +79.8% | +66.1% | +13.7% | +17.7% |
| 10Y | +197.1% | +225.0% | -27.9% | +7.8% |
| All | +229.4% | +270.7% | -41.3% | +12.4% |
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