-62.8%
DBI vs VT
+224.4%
-287.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -4.1% |
| 7D | -8.8% | -0.7% | -8.1% | -7.5% |
| 30D | +13.8% | -1.7% | +15.5% | +17.6% |
| 3M | +5.3% | -2.3% | +7.6% | +9.2% |
| 6M | +2.2% | +1.5% | +0.7% | -1.3% |
| YTD | -8.8% | +12.0% | -20.8% | -26.3% |
| 1Y | +80.3% | +12.9% | +67.5% | +44.7% |
| 3Y | -26.0% | +74.9% | -101.0% | -71.6% |
| 5Y | -49.1% | +59.9% | -109.0% | -76.4% |
| 10Y | -62.8% | +224.6% | -287.4% | -91.8% |
| All | -62.8% | +224.4% | -287.1% | -91.8% |
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