+399.9%
DES vs VT
+368.9%
+31.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.3% |
| 7D | -1.6% | -1.1% | -0.5% | -0.5% |
| 30D | -3.5% | -1.0% | -2.5% | -2.5% |
| 3M | +0.9% | +3.2% | -2.3% | -2.5% |
| 6M | +12.9% | +12.5% | +0.5% | -0.2% |
| YTD | +20.3% | +14.1% | +6.3% | +4.8% |
| 1Y | +18.2% | +18.9% | -0.7% | -1.4% |
| 3Y | +50.2% | +74.1% | -23.8% | -14.5% |
| 5Y | +47.5% | +66.9% | -19.3% | -12.9% |
| 10Y | +115.5% | +228.3% | -112.8% | -34.3% |
| All | +399.9% | +368.9% | +31.0% | +7.0% |
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