+349.1%
DLLL vs VT
+31.3%
+317.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.7% | -19.3% | -24.6% |
| 7D | -45.3% | -0.3% | -45.0% | -44.7% |
| 30D | -58.1% | -1.4% | -56.7% | -54.4% |
| 3M | -47.1% | -1.4% | -45.7% | -40.8% |
| 6M | +101.7% | +5.5% | +96.2% | +87.6% |
| YTD | +400.1% | +12.8% | +387.2% | +268.5% |
| 1Y | +216.5% | +15.4% | +201.1% | +116.2% |
| All | +349.1% | +31.3% | +317.7% | +135.2% |
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