+244.5%
DD vs VT
+374.2%
-129.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.5% | +0.4% | -4.0% | -4.0% |
| 30D | -10.3% | +1.0% | -11.3% | -11.4% |
| 3M | -7.5% | +2.4% | -9.9% | -10.3% |
| 6M | -8.0% | +12.0% | -20.0% | -19.7% |
| YTD | +10.5% | +15.3% | -4.9% | -6.8% |
| 1Y | +38.3% | +22.6% | +15.7% | +8.4% |
| 3Y | +42.5% | +74.7% | -32.2% | -26.2% |
| 5Y | +60.2% | +66.1% | -6.0% | -11.3% |
| 10Y | +68.9% | +225.0% | -156.1% | -56.8% |
| All | +244.5% | +374.2% | -129.6% | -42.0% |
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