+538.4%
DKL vs VT
+217.6%
+320.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -1.0% | -0.1% | -0.8% | -1.0% |
| 30D | -3.7% | -3.1% | -0.7% | -1.2% |
| 3M | -8.3% | -3.5% | -4.8% | -5.7% |
| 6M | +8.6% | +0.5% | +8.1% | +6.8% |
| YTD | +29.6% | +10.8% | +18.8% | +15.1% |
| 1Y | +28.2% | +11.9% | +16.3% | +12.6% |
| 3Y | +46.7% | +73.0% | -26.2% | -19.6% |
| 5Y | +81.6% | +58.6% | +22.9% | +7.7% |
| 10Y | +538.4% | +219.2% | +319.2% | +80.1% |
| All | +538.4% | +217.6% | +320.7% | +80.1% |
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 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