-52.2%
DERM vs VT
+60.6%
-112.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.7% |
| 7D | -7.6% | -0.3% | -7.3% | -7.4% |
| 30D | -29.3% | -1.4% | -27.9% | -28.5% |
| 3M | -26.1% | -1.4% | -24.7% | -25.3% |
| 6M | -7.6% | +5.5% | -13.1% | -10.8% |
| YTD | -38.7% | +12.8% | -51.5% | -43.0% |
| 1Y | -47.4% | +15.4% | -62.9% | -51.7% |
| 3Y | +37.1% | +76.9% | -39.8% | +3.4% |
| All | -52.2% | +60.6% | -112.9% | -64.9% |
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