-77.9%
DBVT vs VT
+239.9%
-317.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.7% | +11.7% |
| 7D | -0.1% | -1.6% | +1.5% | +1.4% |
| 30D | -4.2% | -2.5% | -1.7% | -1.9% |
| 3M | -25.6% | -1.3% | -24.3% | -24.6% |
| 6M | -49.1% | +3.1% | -52.2% | -50.5% |
| YTD | -47.3% | +10.9% | -58.2% | -51.7% |
| 1Y | -29.1% | +12.1% | -41.1% | -35.8% |
| 3Y | +390.8% | +73.9% | +316.9% | +202.7% |
| 5Y | +69.6% | +58.0% | +11.7% | +12.8% |
| 10Y | -85.3% | +225.5% | -310.8% | -95.1% |
| All | -77.9% | +239.9% | -317.8% | -93.7% |
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