+825.7%
DEC vs VT
+88.7%
+737.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | -9.1% | -0.3% | -8.8% | -9.1% |
| 30D | -2.1% | -1.4% | -0.6% | -1.9% |
| 3M | +1.4% | -1.4% | +2.8% | +1.6% |
| 6M | -17.6% | +5.5% | -23.0% | -18.4% |
| YTD | -2.1% | +12.8% | -14.9% | -4.6% |
| 1Y | +6.6% | +15.4% | -8.8% | +3.2% |
| 3Y | +1,381.1% | +76.9% | +1,304.2% | +1,237.2% |
| 5Y | +806.8% | +60.4% | +746.4% | +739.7% |
| All | +825.7% | +88.7% | +737.0% | +740.1% |
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