+141.4%
DKNG vs VT
+140.9%
+0.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | 0.0% |
| 7D | -2.3% | -0.1% | -2.1% | -2.1% |
| 30D | -2.5% | -0.7% | -1.8% | -1.4% |
| 3M | -14.2% | +4.0% | -18.2% | -19.5% |
| 6M | -6.0% | +12.3% | -18.3% | -22.1% |
| YTD | -31.3% | +14.0% | -45.4% | -44.5% |
| 1Y | -48.5% | +20.3% | -68.8% | -61.6% |
| 3Y | -25.7% | +75.4% | -101.2% | -68.1% |
| 5Y | -62.8% | +66.0% | -128.8% | -81.8% |
| All | +141.4% | +140.9% | +0.6% | -16.8% |
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 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