-42.1%
DCBO vs VT
+88.6%
-130.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -5.1% |
| 7D | -2.4% | -2.3% | 0.0% | +1.0% |
| 30D | +21.3% | -5.0% | +26.3% | +30.9% |
| 3M | +41.5% | -4.9% | +46.3% | +52.5% |
| 6M | +45.0% | -1.5% | +46.5% | +45.8% |
| YTD | +30.5% | +8.5% | +22.0% | +10.4% |
| 1Y | +18.9% | +11.4% | +7.6% | -3.8% |
| 3Y | -33.2% | +70.1% | -103.3% | -75.2% |
| 5Y | -60.1% | +53.7% | -113.8% | -81.0% |
| All | -42.1% | +88.6% | -130.6% | -80.6% |
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