+108.4%
DCOM vs VT
+223.7%
-115.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -2.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.7% |
| 30D | +12.4% | -2.6% | +15.0% | +15.6% |
| 3M | +6.3% | -3.2% | +9.6% | +10.1% |
| 6M | +15.9% | +0.9% | +14.9% | +13.6% |
| YTD | +45.5% | +11.3% | +34.2% | +26.8% |
| 1Y | +62.3% | +14.0% | +48.3% | +37.5% |
| 3Y | +142.5% | +75.8% | +66.6% | +24.5% |
| 5Y | +34.4% | +57.8% | -23.4% | -21.4% |
| 10Y | +108.4% | +219.8% | -111.4% | -42.8% |
| All | +108.4% | +223.7% | -115.3% | -42.8% |
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