+793.2%
DE vs VT
+223.7%
+569.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +0.2% |
| 7D | +3.5% | +0.4% | +3.2% | +3.1% |
| 30D | +11.3% | -2.6% | +13.9% | +14.1% |
| 3M | +11.6% | -3.2% | +14.8% | +15.0% |
| 6M | +20.9% | +0.9% | +19.9% | +18.9% |
| YTD | +49.7% | +11.3% | +38.3% | +32.4% |
| 1Y | +49.5% | +14.0% | +35.5% | +28.7% |
| 3Y | +94.7% | +75.8% | +18.8% | +3.9% |
| 5Y | +107.4% | +57.8% | +49.5% | +24.1% |
| 10Y | +793.2% | +219.8% | +573.4% | +168.8% |
| All | +793.2% | +223.7% | +569.5% | +168.8% |
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