+326.2%
DK vs VT
+53.4%
+272.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -13.1% | -2.3% | -10.8% | -11.6% |
| 30D | -15.3% | -5.0% | -10.3% | -12.1% |
| 3M | +9.0% | -4.9% | +13.8% | +12.9% |
| 6M | +42.6% | -1.5% | +44.2% | +43.0% |
| YTD | +119.1% | +8.5% | +110.6% | +98.8% |
| 1Y | +66.7% | +11.4% | +55.4% | +47.4% |
| 3Y | +180.0% | +70.1% | +109.9% | +68.9% |
| All | +326.2% | +53.4% | +272.8% | +199.0% |
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