+108.6%
DBB vs VT
+231.8%
-123.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -1.1% | -1.4% | +0.4% | -0.5% |
| 3M | -1.9% | -1.4% | -0.5% | -1.3% |
| 6M | +1.3% | +5.5% | -4.2% | -0.8% |
| YTD | +8.2% | +12.8% | -4.7% | +3.2% |
| 1Y | +17.9% | +15.4% | +2.5% | +11.5% |
| 3Y | +54.6% | +76.9% | -22.2% | +24.5% |
| 5Y | +40.4% | +60.4% | -20.0% | +15.8% |
| 10Y | +108.6% | +232.8% | -124.2% | +26.1% |
| All | +108.6% | +231.8% | -123.2% | +26.1% |
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