+88.4%
DISV vs VT
+65.0%
+23.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.2% |
| 7D | -2.0% | -2.3% | +0.3% | 0.0% |
| 30D | -2.4% | -5.0% | +2.6% | +2.1% |
| 3M | -3.4% | -4.9% | +1.4% | +0.9% |
| 6M | +1.1% | -1.5% | +2.7% | +2.3% |
| YTD | +11.8% | +8.5% | +3.4% | +3.7% |
| 1Y | +21.9% | +11.4% | +10.6% | +10.4% |
| 3Y | +91.2% | +70.1% | +21.1% | +16.8% |
| All | +88.4% | +65.0% | +23.4% | +17.2% |
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