+446.1%
DDM vs VT
+221.8%
+224.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.8% |
| 7D | +4.2% | +2.4% | +1.9% | -0.2% |
| 30D | +2.1% | -1.5% | +3.7% | +5.3% |
| 3M | -6.6% | -4.1% | -2.5% | +1.2% |
| 6M | +8.5% | +0.6% | +7.9% | +7.3% |
| YTD | +13.8% | +11.0% | +2.7% | -6.5% |
| 1Y | +16.3% | +13.3% | +2.9% | -8.1% |
| 3Y | +100.4% | +73.4% | +27.0% | -28.4% |
| 5Y | +69.3% | +57.4% | +11.9% | -24.3% |
| All | +446.1% | +221.8% | +224.3% | -20.9% |
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