-99.9%
DDC vs VT
+65.1%
-165.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -7.1% |
| 7D | -7.3% | -2.3% | -5.0% | -3.0% |
| 30D | -35.9% | -5.0% | -30.9% | -28.3% |
| 3M | -69.5% | -4.9% | -64.6% | -65.4% |
| 6M | -91.8% | -1.5% | -90.2% | -91.2% |
| YTD | -93.8% | +8.5% | -102.3% | -94.4% |
| 1Y | -98.2% | +11.4% | -109.6% | -98.4% |
| All | -99.9% | +65.1% | -165.0% | -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 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