+56.1%
DLB vs VT
+224.4%
-168.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -1.1% |
| 7D | -0.6% | -0.7% | +0.1% | -0.1% |
| 30D | +11.3% | -1.7% | +13.1% | +12.9% |
| 3M | +5.4% | -2.3% | +7.7% | +7.4% |
| 6M | +13.6% | +1.5% | +12.1% | +11.3% |
| YTD | +2.5% | +12.0% | -9.6% | -9.2% |
| 1Y | +0.6% | +12.9% | -12.3% | -11.6% |
| 3Y | -21.6% | +74.9% | -96.6% | -55.6% |
| 5Y | -20.7% | +59.9% | -80.6% | -51.0% |
| 10Y | +56.1% | +224.6% | -168.5% | -53.8% |
| All | +56.1% | +224.4% | -168.2% | -53.8% |
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