+45.4%
DECW vs VT
+79.2%
-33.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.5% |
| 7D | -2.2% | -4.2% | +2.0% | -0.4% |
| 30D | -2.0% | -5.8% | +3.8% | +0.6% |
| 3M | -0.5% | -5.2% | +4.8% | +1.8% |
| 6M | +2.8% | +0.1% | +2.6% | +2.5% |
| YTD | +6.2% | +8.2% | -2.0% | +2.0% |
| 1Y | +7.9% | +10.1% | -2.2% | +2.8% |
| 3Y | +37.6% | +69.7% | -32.0% | +4.2% |
| All | +45.4% | +79.2% | -33.8% | +6.6% |
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