+57.8%
DLB vs VT
+215.5%
-157.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +4.6% | -2.3% | +6.9% | +6.8% |
| 30D | +11.1% | -5.0% | +16.1% | +16.4% |
| 3M | +7.0% | -4.9% | +11.9% | +11.9% |
| 6M | +13.2% | -1.5% | +14.7% | +14.2% |
| YTD | +2.7% | +8.5% | -5.8% | -6.1% |
| 1Y | +2.0% | +11.4% | -9.3% | -9.2% |
| 3Y | -19.5% | +70.1% | -89.6% | -53.1% |
| 5Y | -21.7% | +53.7% | -75.4% | -49.7% |
| All | +57.8% | +215.5% | -157.7% | -51.1% |
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