-90.6%
DDL vs VT
+71.2%
-161.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.0% |
| 7D | -4.3% | +1.0% | -5.4% | -5.6% |
| 30D | -4.3% | -0.2% | -4.1% | -4.1% |
| 3M | -8.7% | +4.5% | -13.3% | -14.6% |
| 6M | -17.6% | +14.1% | -31.7% | -31.6% |
| YTD | -11.6% | +14.8% | -26.4% | -27.2% |
| 1Y | -1.8% | +21.2% | -23.0% | -25.1% |
| 3Y | +31.0% | +76.6% | -45.6% | -42.6% |
| 5Y | -90.1% | +66.6% | -156.6% | -95.5% |
| All | -90.6% | +71.2% | -161.9% | -95.5% |
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