+213.2%
DBP vs VT
+345.0%
-131.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.5% |
| 7D | +1.5% | -4.2% | +5.7% | +2.4% |
| 30D | -4.9% | -5.8% | +0.9% | -3.7% |
| 3M | -6.7% | -5.2% | -1.4% | -5.6% |
| 6M | -14.8% | +0.1% | -14.9% | -14.7% |
| YTD | -11.1% | +8.2% | -19.4% | -12.2% |
| 1Y | +2.2% | +10.1% | -8.0% | +0.7% |
| 3Y | +100.7% | +69.7% | +31.0% | +83.9% |
| 5Y | +108.1% | +53.4% | +54.7% | +92.6% |
| 10Y | +164.0% | +219.2% | -55.2% | +116.1% |
| All | +213.2% | +345.0% | -131.8% | +96.1% |
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 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