+1,208.3%
DK vs VT
+374.2%
+834.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +41.2% |
| YTD | +146.2% | +15.3% | +130.8% | +99.1% |
| 1Y | +130.2% | +22.6% | +107.6% | +72.2% |
| 3Y | +201.0% | +74.7% | +126.3% | +43.4% |
| 5Y | +407.7% | +66.1% | +341.5% | +154.1% |
| 10Y | +458.8% | +225.0% | +233.8% | +32.2% |
| All | +1,208.3% | +374.2% | +834.1% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling