+118.0%
DLB vs VT
+345.0%
-227.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +3.1% |
| 7D | +3.0% | -4.2% | +7.2% | +6.6% |
| 30D | +10.9% | -5.8% | +16.7% | +16.4% |
| 3M | +6.3% | -5.2% | +11.5% | +10.9% |
| 6M | +11.1% | +0.1% | +11.0% | +10.4% |
| YTD | +2.7% | +8.2% | -5.5% | -4.6% |
| 1Y | +1.4% | +10.1% | -8.7% | -7.3% |
| 3Y | -19.2% | +69.7% | -88.9% | -48.7% |
| 5Y | -21.7% | +53.4% | -75.1% | -46.2% |
| 10Y | +59.5% | +219.2% | -159.7% | -38.3% |
| All | +118.0% | +345.0% | -227.0% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling