-100.0%
DCOY vs VT
+226.9%
-326.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.4% |
| 7D | -5.2% | -2.0% | -3.2% | -3.8% |
| 30D | -29.5% | -1.4% | -28.0% | -28.8% |
| 3M | -51.2% | +4.7% | -55.9% | -52.8% |
| 6M | -66.9% | +11.4% | -78.3% | -69.5% |
| YTD | -64.9% | +13.1% | -78.0% | -67.9% |
| 1Y | -95.0% | +19.0% | -114.1% | -95.6% |
| 3Y | -99.8% | +73.9% | -173.7% | -99.9% |
| 5Y | -100.0% | +65.4% | -165.4% | -100.0% |
| All | -100.0% | +226.9% | -326.9% | -100.0% |
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 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