+159.6%
DEW vs VT
+224.4%
-64.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.8% |
| 7D | -0.9% | -0.7% | -0.2% | -0.5% |
| 30D | +4.8% | -1.7% | +6.6% | +6.1% |
| 3M | +2.2% | -2.3% | +4.5% | +3.9% |
| 6M | +9.9% | +1.5% | +8.3% | +7.9% |
| YTD | +21.7% | +12.0% | +9.7% | +10.1% |
| 1Y | +24.3% | +12.9% | +11.4% | +11.7% |
| 3Y | +83.7% | +74.9% | +8.8% | +13.8% |
| 5Y | +83.1% | +59.9% | +23.2% | +21.5% |
| 10Y | +159.6% | +224.6% | -65.0% | -7.4% |
| All | +159.6% | +224.4% | -64.7% | -7.4% |
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