-94.0%
DDL vs VT
+57.0%
-151.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.0% |
| 7D | -2.2% | +2.4% | -4.6% | -5.3% |
| 30D | -19.7% | -1.5% | -18.2% | -18.2% |
| 3M | -25.2% | -4.1% | -21.1% | -21.1% |
| 6M | -31.9% | +0.6% | -32.5% | -33.5% |
| YTD | -29.7% | +11.0% | -40.8% | -40.4% |
| 1Y | +2.9% | +13.3% | -10.4% | -15.6% |
| 3Y | -12.1% | +73.4% | -85.5% | -63.4% |
| All | -94.0% | +57.0% | -151.0% | -97.1% |
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