+124.9%
DCOM vs VT
+69.7%
+55.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +1.1% | -2.3% | +3.4% | +3.6% |
| 30D | +10.1% | -5.0% | +15.1% | +16.1% |
| 3M | +3.4% | -4.9% | +8.3% | +8.8% |
| 6M | +14.9% | -1.5% | +16.5% | +15.8% |
| YTD | +44.2% | +8.5% | +35.7% | +29.0% |
| 1Y | +64.4% | +11.4% | +53.1% | +42.1% |
| 3Y | +124.9% | +70.1% | +54.8% | -17.3% |
| All | +124.9% | +69.7% | +55.1% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling