+464.3%
DDM vs VT
+223.7%
+240.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | -0.5% |
| 7D | +1.1% | +0.4% | +0.8% | +0.7% |
| 30D | +2.1% | -2.6% | +4.7% | +7.4% |
| 3M | -7.2% | -3.2% | -4.0% | -1.1% |
| 6M | +8.9% | +0.9% | +8.0% | +7.0% |
| YTD | +13.9% | +11.3% | +2.6% | -6.8% |
| 1Y | +18.7% | +14.0% | +4.7% | -7.1% |
| 3Y | +105.9% | +75.8% | +30.0% | -28.4% |
| 5Y | +67.7% | +57.8% | +9.9% | -25.3% |
| 10Y | +464.3% | +219.8% | +244.5% | -15.7% |
| All | +464.3% | +223.7% | +240.7% | -15.7% |
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