+1,280.9%
DDM vs VT
+346.0%
+934.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.2% |
| 7D | -2.2% | -2.3% | +0.1% | +1.8% |
| 30D | -0.4% | -5.0% | +4.6% | +8.4% |
| 3M | -10.6% | -4.9% | -5.7% | -2.8% |
| 6M | +3.2% | -1.5% | +4.7% | +5.9% |
| YTD | +9.2% | +8.5% | +0.7% | -3.9% |
| 1Y | +14.0% | +11.4% | +2.6% | -3.8% |
| 3Y | +94.9% | +70.1% | +24.8% | -15.4% |
| 5Y | +60.5% | +53.7% | +6.8% | -14.8% |
| 10Y | +484.3% | +220.0% | +264.3% | +19.1% |
| All | +1,280.9% | +346.0% | +934.9% | +118.2% |
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