-11.5%
DDI vs VT
+61.7%
-73.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +2.6% | +13.0% | +14.3% |
| 7D | +16.5% | +0.4% | +16.1% | +16.3% |
| 30D | +15.0% | -2.6% | +17.6% | +16.6% |
| 3M | +32.4% | -3.2% | +35.6% | +34.5% |
| 6M | +35.3% | +0.9% | +34.4% | +34.5% |
| YTD | +81.9% | +11.3% | +70.6% | +71.8% |
| 1Y | +80.3% | +14.0% | +66.3% | +68.3% |
| 3Y | +80.9% | +75.8% | +5.0% | +35.1% |
| 5Y | -2.0% | +57.8% | -59.8% | -21.1% |
| All | -11.5% | +61.7% | -73.3% | -29.3% |
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