+279.5%
DD vs VT
+345.0%
-65.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | +1.1% |
| 7D | +3.1% | -4.2% | +7.3% | +8.4% |
| 30D | +8.7% | -5.8% | +14.5% | +16.6% |
| 3M | -1.2% | -5.2% | +4.0% | +5.1% |
| 6M | -1.1% | +0.1% | -1.2% | -1.5% |
| YTD | +21.7% | +8.2% | +13.4% | +10.5% |
| 1Y | +24.0% | +10.1% | +13.9% | +10.3% |
| 3Y | +75.6% | +69.7% | +6.0% | -5.8% |
| 5Y | +58.2% | +53.4% | +4.8% | -3.8% |
| 10Y | +88.0% | +219.2% | -131.2% | -50.9% |
| All | +279.5% | +345.0% | -65.5% | -31.2% |
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