+377.8%
DCI vs VT
+346.0%
+31.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.0% |
| 7D | +1.7% | -2.3% | +4.0% | +3.9% |
| 30D | -3.4% | -5.0% | +1.6% | +1.6% |
| 3M | -14.0% | -4.9% | -9.1% | -9.7% |
| 6M | -3.1% | -1.5% | -1.6% | -1.9% |
| YTD | -4.0% | +8.5% | -12.4% | -11.8% |
| 1Y | -0.6% | +11.4% | -11.9% | -11.0% |
| 3Y | +48.2% | +70.1% | -21.8% | -13.3% |
| 5Y | +48.2% | +53.7% | -5.5% | -4.4% |
| 10Y | +172.5% | +220.0% | -47.5% | -14.0% |
| All | +377.8% | +346.0% | +31.8% | +6.0% |
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