+628.7%
DCO vs VT
+221.4%
+407.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -0.2% | +1.0% | -1.3% | -1.5% |
| 30D | -14.6% | -0.2% | -14.3% | -14.3% |
| 3M | +12.2% | +4.5% | +7.6% | +6.7% |
| 6M | +30.6% | +14.1% | +16.5% | +11.9% |
| YTD | +76.9% | +14.8% | +62.2% | +50.3% |
| 1Y | +84.3% | +21.2% | +63.1% | +47.0% |
| 3Y | +288.1% | +76.6% | +211.6% | +94.6% |
| 5Y | +230.6% | +66.6% | +164.0% | +77.4% |
| 10Y | +628.7% | +222.3% | +406.4% | +77.2% |
| All | +628.7% | +221.4% | +407.3% | +77.2% |
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