+859.5%
DLR vs VT
+363.9%
+495.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.1% |
| 7D | +2.8% | -0.3% | +3.1% | +3.1% |
| 30D | +2.8% | -1.4% | +4.2% | +4.2% |
| 3M | -4.0% | -1.4% | -2.6% | -2.6% |
| 6M | -5.6% | +5.5% | -11.1% | -10.0% |
| YTD | +21.9% | +12.8% | +9.1% | +9.4% |
| 1Y | +13.0% | +15.4% | -2.4% | -0.6% |
| 3Y | +52.2% | +76.9% | -24.6% | -8.1% |
| 5Y | +40.3% | +60.4% | -20.1% | -7.6% |
| 10Y | +186.1% | +232.8% | -46.7% | -5.8% |
| All | +859.5% | +363.9% | +495.6% | +134.2% |
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 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