+7.4%
DDT vs VT
+21.4%
-14.0%
-2.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | +1.4% | +4.5% | -3.1% | +1.1% |
| 6M | +3.6% | +14.1% | -10.4% | +3.0% |
| YTD | +5.0% | +14.8% | -9.8% | +4.4% |
| 1Y | +7.4% | +21.2% | -13.8% | +7.7% |
| All | +7.4% | +21.4% | -14.0% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling