-78.3%
DETX vs VT
+4.1%
-82.4%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.5% |
| 7D | -16.2% | +0.4% | -16.6% | -16.3% |
| 30D | -31.1% | -2.6% | -28.5% | -31.3% |
| 3M | -58.9% | -3.2% | -55.7% | -59.0% |
| 6M | -72.6% | +0.9% | -73.6% | -73.0% |
| All | -78.3% | +4.1% | -82.4% | -77.2% |
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