+221.4%
DKS vs VT
+215.5%
+5.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.5% |
| 7D | -2.1% | -2.3% | +0.2% | +0.8% |
| 30D | +7.3% | -5.0% | +12.3% | +14.0% |
| 3M | -28.4% | -4.9% | -23.6% | -24.1% |
| 6M | -36.9% | -1.5% | -35.3% | -36.2% |
| YTD | -27.3% | +8.5% | -35.8% | -35.0% |
| 1Y | -33.2% | +11.4% | -44.6% | -42.2% |
| 3Y | +32.2% | +70.1% | -37.9% | -30.7% |
| 5Y | +22.3% | +53.7% | -31.5% | -26.7% |
| All | +221.4% | +215.5% | +5.9% | -10.8% |
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