+788.9%
DEC vs VT
+81.0%
+707.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.3% |
| 7D | -12.4% | -4.2% | -8.2% | -11.8% |
| 30D | -8.8% | -5.8% | -3.0% | -7.9% |
| 3M | -0.3% | -5.2% | +4.9% | +0.5% |
| 6M | -18.6% | +0.1% | -18.8% | -18.8% |
| YTD | -6.0% | +8.2% | -14.2% | -7.8% |
| 1Y | +1.2% | +10.1% | -8.9% | -1.2% |
| 3Y | +1,322.2% | +69.7% | +1,252.6% | +1,192.6% |
| 5Y | +795.1% | +53.4% | +741.7% | +734.8% |
| All | +788.9% | +81.0% | +707.9% | +712.1% |
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