+20.9%
DIT vs VT
+214.8%
-193.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.2% |
| 7D | -2.6% | -4.2% | +1.6% | -1.4% |
| 30D | -11.7% | -5.8% | -5.9% | -10.2% |
| 3M | -11.4% | -5.2% | -6.2% | -10.1% |
| 6M | -31.6% | +0.1% | -31.8% | -31.7% |
| YTD | -17.2% | +8.2% | -25.4% | -19.0% |
| 1Y | -20.9% | +10.1% | -31.0% | -23.1% |
| 3Y | -52.1% | +69.7% | -121.8% | -58.9% |
| 5Y | -22.4% | +53.4% | -75.8% | -32.1% |
| All | +20.9% | +214.8% | -193.9% | -14.3% |
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