+45.5%
DERM vs VT
+76.6%
-31.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.1% |
| 7D | -7.6% | -0.3% | -7.3% | -7.3% |
| 30D | -29.3% | -1.4% | -27.9% | -28.1% |
| 3M | -26.1% | -1.4% | -24.7% | -25.0% |
| 6M | -7.6% | +5.5% | -13.1% | -12.7% |
| YTD | -38.7% | +12.8% | -51.5% | -45.5% |
| 1Y | -47.4% | +15.4% | -62.9% | -54.1% |
| All | +45.5% | +76.6% | -31.0% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling