-100.0%
DCX vs VT
+66.5%
-166.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | 0.0% | -12.0% | -12.0% |
| 7D | -22.6% | +0.4% | -23.0% | -22.7% |
| 30D | -45.0% | +1.0% | -46.0% | -45.1% |
| 3M | -77.5% | +2.4% | -79.9% | -77.6% |
| 6M | -67.3% | +12.0% | -79.3% | -68.3% |
| YTD | -87.2% | +15.3% | -102.5% | -87.6% |
| 1Y | -99.7% | +22.6% | -122.3% | -99.7% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| All | -100.0% | +66.5% | -166.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling