-62.0%
DLLL vs VT
-5.9%
-56.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.8% | -4.1% | -25.7% | -0.5% |
| 7D | -58.5% | -4.2% | -54.4% | -39.5% |
| 30D | -72.7% | -5.8% | -66.9% | -52.4% |
| 3M | -62.0% | -5.2% | -56.7% | -34.1% |
| All | -62.0% | -5.9% | -56.0% | -34.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling