+221.2%
DBO vs VT
+224.5%
-3.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +8.1% | +0.4% | +7.6% | +7.8% |
| 30D | +21.4% | +1.0% | +20.5% | +20.8% |
| 3M | +5.3% | +2.4% | +3.0% | +3.6% |
| 6M | +41.9% | +12.0% | +29.9% | +31.6% |
| YTD | +89.4% | +15.3% | +74.1% | +72.4% |
| 1Y | +77.7% | +22.6% | +55.1% | +55.7% |
| 3Y | +54.9% | +74.7% | -19.8% | +7.7% |
| 5Y | +108.2% | +66.1% | +42.1% | +48.6% |
| All | +221.2% | +224.5% | -3.3% | +44.0% |
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