+342.5%
DK vs VT
+57.0%
+285.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +7.6% | +2.4% | +5.3% | +5.8% |
| 30D | -12.9% | -1.5% | -11.4% | -12.0% |
| 3M | +0.8% | -4.1% | +4.9% | +3.8% |
| 6M | +57.4% | +0.6% | +56.9% | +55.4% |
| YTD | +135.8% | +11.0% | +124.7% | +110.4% |
| 1Y | +77.7% | +13.3% | +64.3% | +55.2% |
| 3Y | +194.3% | +73.4% | +120.9% | +75.4% |
| All | +342.5% | +57.0% | +285.4% | +201.1% |
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