-15.7%
DBC vs VT
+374.2%
-389.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | +12.0% | +1.0% | +11.0% | +11.5% |
| 3M | +6.8% | +2.4% | +4.4% | +5.4% |
| 6M | +22.0% | +12.0% | +10.0% | +15.2% |
| YTD | +42.7% | +15.3% | +27.3% | +32.9% |
| 1Y | +48.5% | +22.6% | +25.9% | +34.4% |
| 3Y | +46.5% | +74.7% | -28.2% | +11.6% |
| 5Y | +89.7% | +66.1% | +23.5% | +46.3% |
| 10Y | +162.2% | +225.0% | -62.8% | +42.8% |
| All | -15.7% | +374.2% | -389.9% | -68.6% |
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