+16.6%
DKS vs VCLT
-17.2%
+33.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | -2.0% | -1.4% | -0.7% | -1.2% |
| 30D | -32.7% | -1.2% | -31.6% | -32.4% |
| 3M | -38.8% | -4.8% | -34.0% | -36.9% |
| 6M | -29.4% | -2.6% | -26.9% | -28.3% |
| YTD | -30.3% | -3.3% | -27.0% | -28.8% |
| 1Y | -39.6% | -4.8% | -34.8% | -37.7% |
| 3Y | +32.2% | +11.5% | +20.7% | +23.4% |
| All | +16.6% | -17.2% | +33.8% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling