+165.7%
DCI vs VT
+223.7%
-58.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +1.9% |
| 7D | +3.4% | +0.4% | +3.0% | +2.9% |
| 30D | +1.5% | -2.6% | +4.1% | +4.2% |
| 3M | -10.2% | -3.2% | -7.0% | -7.3% |
| 6M | +3.3% | +0.9% | +2.4% | +2.0% |
| YTD | +0.5% | +11.3% | -10.8% | -10.4% |
| 1Y | +2.9% | +14.0% | -11.1% | -10.5% |
| 3Y | +56.2% | +75.8% | -19.6% | -13.9% |
| 5Y | +55.3% | +57.8% | -2.5% | -4.0% |
| 10Y | +165.7% | +219.8% | -54.1% | -15.9% |
| All | +165.7% | +223.7% | -58.0% | -15.9% |
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 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