+901.4%
DLLL vs VT
+34.2%
+867.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.7% |
| 7D | +27.8% | +0.4% | +27.3% | +26.9% |
| 30D | +20.8% | +1.0% | +19.8% | +18.5% |
| 3M | +29.9% | +2.4% | +27.5% | +25.0% |
| 6M | +787.3% | +12.0% | +775.3% | +530.4% |
| YTD | +1,015.2% | +15.3% | +999.9% | +624.8% |
| 1Y | +911.3% | +22.6% | +888.7% | +430.9% |
| All | +901.4% | +34.2% | +867.2% | +362.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling