-48.5%
DDD vs VT
+345.0%
-393.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -36.7% | -4.1% | -32.7% | -29.6% |
| 7D | -43.0% | -4.2% | -38.8% | -36.5% |
| 30D | -53.5% | -5.8% | -47.7% | -46.4% |
| 3M | -53.2% | -5.2% | -48.0% | -46.5% |
| 6M | -35.8% | +0.1% | -35.9% | -32.6% |
| YTD | -5.6% | +8.2% | -13.9% | -12.0% |
| 1Y | -35.8% | +10.1% | -45.9% | -41.4% |
| 3Y | -61.9% | +69.7% | -131.5% | -82.2% |
| 5Y | -94.8% | +53.4% | -148.2% | -96.9% |
| 10Y | -86.6% | +219.2% | -305.8% | -97.4% |
| All | -48.5% | +345.0% | -393.4% | -94.0% |
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 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