-56.6%
DERM vs VT
+54.1%
-110.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.1% | -5.0% | -6.1% |
| 7D | -20.5% | -4.2% | -16.3% | -17.8% |
| 30D | -30.2% | -5.8% | -24.4% | -26.9% |
| 3M | -32.8% | -5.2% | -27.6% | -30.0% |
| 6M | -17.0% | +0.1% | -17.1% | -16.6% |
| YTD | -44.2% | +8.2% | -52.5% | -46.4% |
| 1Y | -51.4% | +10.1% | -61.5% | -53.7% |
| 3Y | +24.6% | +69.7% | -45.0% | -2.8% |
| All | -56.6% | +54.1% | -110.7% | -67.0% |
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