+207.2%
DBEZ vs VT
+223.7%
-16.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +0.6% |
| 7D | +3.1% | +0.4% | +2.7% | +2.7% |
| 30D | +3.1% | -2.6% | +5.7% | +5.5% |
| 3M | -1.8% | -3.2% | +1.4% | +1.1% |
| 6M | +6.9% | +0.9% | +5.9% | +5.8% |
| YTD | +14.3% | +11.3% | +3.0% | +3.4% |
| 1Y | +18.3% | +14.0% | +4.3% | +4.7% |
| 3Y | +70.9% | +75.8% | -4.9% | +0.6% |
| 5Y | +71.2% | +57.8% | +13.4% | +11.3% |
| 10Y | +207.2% | +219.8% | -12.6% | -2.4% |
| All | +207.2% | +223.7% | -16.5% | -2.4% |
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 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