-100.0%
DCX vs VT
+62.9%
-162.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.3% |
| 7D | -11.3% | -0.3% | -11.0% | -11.2% |
| 30D | -67.5% | -1.4% | -66.0% | -67.3% |
| 3M | -99.3% | -1.4% | -97.9% | -99.3% |
| 6M | -99.7% | +5.5% | -105.1% | -99.7% |
| YTD | -99.8% | +12.8% | -112.7% | -99.8% |
| 1Y | -100.0% | +15.4% | -115.4% | -100.0% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| All | -100.0% | +62.9% | -162.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling