+206.1%
DEUS vs VT
+223.7%
-17.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.4% |
| 7D | +0.1% | +0.4% | -0.2% | -0.3% |
| 30D | +4.9% | -2.6% | +7.5% | +7.4% |
| 3M | +0.8% | -3.2% | +4.0% | +3.8% |
| 6M | +8.2% | +0.9% | +7.3% | +6.6% |
| YTD | +17.9% | +11.3% | +6.6% | +5.2% |
| 1Y | +20.1% | +14.0% | +6.1% | +4.6% |
| 3Y | +66.7% | +75.8% | -9.1% | -6.5% |
| 5Y | +54.2% | +57.8% | -3.6% | -3.6% |
| 10Y | +206.1% | +219.8% | -13.7% | -4.2% |
| All | +206.1% | +223.7% | -17.6% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling