+200.8%
DLS vs VT
+356.1%
-155.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | -1.6% | 0.0% | -0.2% |
| 30D | -2.3% | -2.5% | +0.2% | -0.2% |
| 3M | -1.4% | -1.3% | -0.1% | -0.3% |
| 6M | +0.6% | +3.1% | -2.5% | -2.1% |
| YTD | +7.3% | +10.9% | -3.6% | -1.9% |
| 1Y | +12.6% | +12.1% | +0.6% | +2.1% |
| 3Y | +64.5% | +73.9% | -9.4% | +2.0% |
| 5Y | +38.2% | +58.0% | -19.8% | -7.6% |
| 10Y | +106.0% | +225.5% | -119.5% | -26.0% |
| All | +200.8% | +356.1% | -155.3% | -18.6% |
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