-92.3%
DDL vs VT
+61.5%
-153.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.2% | +1.0% |
| 7D | -6.2% | -4.2% | -2.0% | -1.0% |
| 30D | -13.0% | -5.8% | -7.2% | -6.2% |
| 3M | -18.8% | -5.2% | -13.6% | -13.2% |
| 6M | -29.8% | +0.1% | -30.0% | -31.1% |
| YTD | -27.3% | +8.2% | -35.5% | -35.6% |
| 1Y | +3.4% | +10.1% | -6.7% | -10.7% |
| 3Y | -8.1% | +69.7% | -77.8% | -58.0% |
| 5Y | -94.0% | +53.4% | -147.3% | -97.1% |
| All | -92.3% | +61.5% | -153.8% | -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 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