-67.1%
DLNG vs VT
+215.5%
-282.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | -6.1% | -2.3% | -3.8% | -4.6% |
| 30D | -16.8% | -5.0% | -11.9% | -13.8% |
| 3M | -20.5% | -4.9% | -15.6% | -17.8% |
| 6M | -18.4% | -1.5% | -16.9% | -17.9% |
| YTD | -15.6% | +8.5% | -24.1% | -21.4% |
| 1Y | -10.9% | +11.4% | -22.3% | -18.8% |
| 3Y | +27.8% | +70.1% | -42.2% | -16.9% |
| 5Y | +6.0% | +53.7% | -47.7% | -25.8% |
| All | -67.1% | +215.5% | -282.6% | -88.7% |
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 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