+88.2%
DD vs VT
+215.5%
-127.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.8% |
| 7D | +4.6% | -2.3% | +6.9% | +7.6% |
| 30D | +11.8% | -5.0% | +16.7% | +18.8% |
| 3M | +2.2% | -4.9% | +7.0% | +8.4% |
| 6M | -1.6% | -1.5% | -0.1% | -0.1% |
| YTD | +23.0% | +8.5% | +14.5% | +10.9% |
| 1Y | +26.9% | +11.4% | +15.6% | +10.7% |
| 3Y | +77.9% | +70.1% | +7.8% | -7.3% |
| 5Y | +59.9% | +53.7% | +6.2% | -4.8% |
| All | +88.2% | +215.5% | -127.3% | -48.7% |
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