+486.9%
DDM vs VT
+221.4%
+265.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.3% |
| 7D | +0.1% | +1.0% | -1.0% | -1.8% |
| 30D | -4.6% | -0.2% | -4.4% | -4.1% |
| 3M | +6.9% | +4.5% | +2.4% | -1.7% |
| 6M | +21.0% | +14.1% | +6.9% | -5.7% |
| YTD | +17.1% | +14.8% | +2.4% | -9.6% |
| 1Y | +29.0% | +21.2% | +7.8% | -10.2% |
| 3Y | +101.1% | +76.6% | +24.6% | -30.4% |
| 5Y | +85.0% | +66.6% | +18.4% | -25.8% |
| 10Y | +486.9% | +222.3% | +264.6% | -19.6% |
| All | +486.9% | +221.4% | +265.4% | -19.6% |
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