-92.3%
DDL vs VT
+67.2%
-159.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +3.8% |
| 7D | -3.7% | -0.7% | -3.0% | -2.9% |
| 30D | -19.5% | -1.7% | -17.7% | -17.8% |
| 3M | -21.2% | -2.3% | -18.9% | -19.1% |
| 6M | -26.9% | +1.5% | -28.4% | -29.3% |
| YTD | -26.9% | +12.0% | -39.0% | -38.1% |
| 1Y | +2.8% | +12.9% | -10.0% | -14.1% |
| 3Y | -8.5% | +74.9% | -83.5% | -59.8% |
| 5Y | -93.9% | +59.9% | -153.9% | -97.2% |
| All | -92.3% | +67.2% | -159.4% | -96.1% |
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 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