+466.6%
DK vs VT
+224.5%
+242.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.5% | +0.4% | -1.0% | -1.1% |
| 30D | +20.3% | +1.0% | +19.3% | +18.8% |
| 3M | +51.3% | +2.4% | +48.9% | +45.8% |
| 6M | +68.0% | +12.0% | +56.0% | +40.7% |
| YTD | +146.2% | +15.3% | +130.8% | +97.9% |
| 1Y | +130.2% | +22.6% | +107.6% | +70.3% |
| 3Y | +201.0% | +74.7% | +126.3% | +37.1% |
| 5Y | +407.7% | +66.1% | +341.5% | +146.1% |
| All | +466.6% | +224.5% | +242.1% | +8.4% |
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