-94.1%
DDD vs VT
+57.0%
-151.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -6.6% |
| 7D | -12.6% | +2.4% | -14.9% | -16.9% |
| 30D | -47.8% | -1.5% | -46.3% | -43.2% |
| 3M | -57.7% | -4.1% | -53.6% | -50.8% |
| 6M | -52.2% | +0.6% | -52.7% | -49.4% |
| YTD | -13.6% | +11.0% | -24.6% | -26.0% |
| 1Y | -29.2% | +13.3% | -42.5% | -41.9% |
| 3Y | -63.5% | +73.4% | -136.9% | -87.4% |
| All | -94.1% | +57.0% | -151.2% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling