-86.1%
DDD vs VT
+223.7%
-309.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.6% | +7.1% | +4.7% |
| 7D | -27.8% | +0.4% | -28.2% | -25.5% |
| 30D | -43.2% | -2.6% | -40.6% | -37.8% |
| 3M | -48.0% | -3.2% | -44.7% | -42.2% |
| 6M | -22.3% | +0.9% | -23.2% | -19.1% |
| YTD | +8.5% | +11.3% | -2.8% | -4.2% |
| 1Y | -13.5% | +14.0% | -27.5% | -26.5% |
| 3Y | -53.6% | +75.8% | -129.5% | -80.2% |
| 5Y | -93.4% | +57.8% | -151.2% | -96.4% |
| 10Y | -86.1% | +219.8% | -305.9% | -96.9% |
| All | -86.1% | +223.7% | -309.7% | -96.9% |
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