+158.1%
DEW vs VT
+223.7%
-65.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | +5.2% | -2.6% | +7.8% | +7.2% |
| 3M | +2.3% | -3.2% | +5.5% | +4.7% |
| 6M | +10.2% | +0.9% | +9.3% | +8.7% |
| YTD | +21.7% | +11.3% | +10.3% | +10.6% |
| 1Y | +26.1% | +14.0% | +12.1% | +12.4% |
| 3Y | +84.7% | +75.8% | +8.9% | +13.9% |
| 5Y | +83.4% | +57.8% | +25.5% | +23.1% |
| 10Y | +158.1% | +219.8% | -61.7% | -6.9% |
| All | +158.1% | +223.7% | -65.6% | -6.9% |
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