-92.4%
DDL vs VT
+61.8%
-154.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.4% |
| 7D | -4.8% | -2.3% | -2.5% | -2.0% |
| 30D | -13.5% | -5.0% | -8.6% | -7.8% |
| 3M | -20.1% | -4.9% | -15.2% | -15.0% |
| 6M | -31.2% | -1.5% | -29.6% | -30.8% |
| YTD | -28.1% | +8.5% | -36.6% | -36.5% |
| 1Y | +4.7% | +11.4% | -6.7% | -11.1% |
| 3Y | -7.7% | +70.1% | -77.8% | -57.9% |
| 5Y | -94.0% | +53.7% | -147.8% | -97.1% |
| All | -92.4% | +61.8% | -154.2% | -96.0% |
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 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