+1,037.7%
DK vs VT
+345.0%
+692.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.5% | +0.5% |
| 7D | -12.1% | -4.2% | -7.9% | -7.7% |
| 30D | -17.4% | -5.8% | -11.6% | -11.5% |
| 3M | +4.6% | -5.2% | +9.8% | +11.1% |
| 6M | +27.9% | +0.1% | +27.8% | +25.2% |
| YTD | +114.1% | +8.2% | +105.8% | +86.1% |
| 1Y | +65.1% | +10.1% | +55.0% | +40.2% |
| 3Y | +171.4% | +69.7% | +101.8% | +33.4% |
| 5Y | +303.1% | +53.4% | +249.7% | +121.0% |
| 10Y | +462.7% | +219.2% | +243.5% | +35.1% |
| All | +1,037.7% | +345.0% | +692.7% | +131.6% |
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