-18.6%
DC vs VT
+61.7%
-80.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +3.4% |
| 7D | +2.7% | -4.2% | +6.9% | +8.4% |
| 30D | -4.4% | -5.8% | +1.4% | +3.2% |
| 3M | +4.9% | -5.2% | +10.1% | +12.8% |
| 6M | +4.5% | +0.1% | +4.3% | +6.6% |
| YTD | -1.1% | +8.2% | -9.3% | -6.2% |
| 1Y | +41.2% | +10.1% | +31.1% | +32.0% |
| 3Y | +93.8% | +69.7% | +24.1% | +17.0% |
| All | -18.6% | +61.7% | -80.2% | -52.7% |
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