-87.7%
DDD vs VT
+224.4%
-312.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -3.3% |
| 7D | -31.4% | -0.7% | -30.7% | -27.8% |
| 30D | -44.1% | -1.7% | -42.4% | -39.9% |
| 3M | -52.5% | -2.3% | -50.2% | -48.2% |
| 6M | -27.9% | +1.5% | -29.4% | -25.8% |
| YTD | +2.3% | +12.0% | -9.8% | -10.8% |
| 1Y | -18.8% | +12.9% | -31.7% | -29.8% |
| 3Y | -56.8% | +74.9% | -131.8% | -81.5% |
| 5Y | -92.8% | +59.9% | -152.7% | -96.1% |
| 10Y | -87.7% | +224.6% | -312.3% | -97.5% |
| All | -87.7% | +224.4% | -312.0% | -97.5% |
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