+432.6%
DKL vs VT
+221.4%
+211.1%
-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% | +0.7% |
| 7D | -0.3% | +1.0% | -1.3% | -1.3% |
| 30D | -1.6% | -0.2% | -1.4% | -1.5% |
| 3M | +9.7% | +4.5% | +5.2% | +4.6% |
| 6M | +11.6% | +14.1% | -2.4% | -2.9% |
| YTD | +33.1% | +14.8% | +18.3% | +14.9% |
| 1Y | +39.7% | +21.2% | +18.5% | +14.1% |
| 3Y | +81.1% | +76.6% | +4.6% | -1.7% |
| 5Y | +99.5% | +66.6% | +32.9% | +13.5% |
| 10Y | +432.6% | +222.3% | +210.3% | +56.4% |
| All | +432.6% | +221.4% | +211.1% | +56.4% |
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