+1,416.4%
DDM vs VT
+374.2%
+1,042.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.5% | +0.4% | -0.9% | -1.1% |
| 30D | -3.6% | +1.0% | -4.6% | -5.1% |
| 3M | +6.1% | +2.4% | +3.7% | +2.1% |
| 6M | +17.6% | +12.0% | +5.5% | -2.2% |
| YTD | +19.9% | +15.3% | +4.5% | -4.8% |
| 1Y | +31.4% | +22.6% | +8.8% | -5.3% |
| 3Y | +102.6% | +74.7% | +27.9% | -15.9% |
| 5Y | +85.7% | +66.1% | +19.5% | -13.2% |
| 10Y | +500.0% | +225.0% | +275.0% | +18.3% |
| All | +1,416.4% | +374.2% | +1,042.2% | +116.4% |
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