-51.8%
DIPS vs VT
+43.7%
-95.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +4.8% |
| 7D | +3.9% | -0.3% | +4.2% | +3.4% |
| 30D | +13.0% | -1.4% | +14.5% | +10.8% |
| 3M | +0.5% | -1.4% | +1.9% | -1.1% |
| 6M | -6.1% | +5.5% | -11.6% | +2.9% |
| YTD | -8.5% | +12.8% | -21.3% | +11.8% |
| 1Y | -0.8% | +15.4% | -16.2% | +26.0% |
| All | -51.8% | +43.7% | -95.6% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling