+99.7%
DD vs VT
+217.6%
-118.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | +2.2% | -0.1% | +2.4% | +2.4% |
| 30D | +20.7% | -3.1% | +23.7% | +25.3% |
| 3M | +11.3% | -3.5% | +14.8% | +16.2% |
| 6M | +6.0% | +0.5% | +5.5% | +5.0% |
| YTD | +31.7% | +10.8% | +20.9% | +15.8% |
| 1Y | +32.2% | +11.9% | +20.3% | +14.8% |
| 3Y | +92.7% | +73.0% | +19.7% | -1.6% |
| 5Y | +72.1% | +58.6% | +13.5% | -1.4% |
| 10Y | +99.7% | +219.2% | -119.5% | -47.5% |
| All | +99.7% | +217.6% | -118.0% | -47.5% |
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