-70.6%
DBVT vs VT
+253.4%
-323.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.5% | +0.4% | -1.0% | -0.9% |
| 30D | -5.4% | +1.0% | -6.4% | -6.2% |
| 3M | -23.4% | +2.4% | -25.8% | -25.0% |
| 6M | -40.9% | +12.0% | -52.9% | -46.4% |
| YTD | -29.7% | +15.3% | -45.1% | -37.9% |
| 1Y | +46.1% | +22.6% | +23.5% | +22.6% |
| 3Y | +329.0% | +74.7% | +254.3% | +163.1% |
| 5Y | +18.8% | +66.1% | -47.4% | -24.5% |
| 10Y | -80.5% | +225.0% | -305.5% | -93.4% |
| All | -70.6% | +253.4% | -323.9% | -91.9% |
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