-100.0%
DCX vs VT
+56.6%
-156.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | -7.2% | -2.3% | -4.9% | -6.4% |
| 30D | -62.6% | -5.0% | -57.7% | -61.9% |
| 3M | -99.3% | -4.9% | -94.4% | -99.3% |
| 6M | -99.7% | -1.5% | -98.2% | -99.7% |
| YTD | -99.8% | +8.5% | -108.3% | -99.8% |
| 1Y | -100.0% | +11.4% | -111.4% | -100.0% |
| 3Y | -100.0% | +70.1% | -170.1% | -100.0% |
| All | -100.0% | +56.6% | -156.6% | -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