-33.3%
DLX vs VT
+215.5%
-248.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.4% |
| 7D | +17.6% | -2.3% | +19.9% | +19.7% |
| 30D | +18.7% | -5.0% | +23.7% | +24.6% |
| 3M | +3.1% | -4.9% | +8.0% | +8.0% |
| 6M | +3.9% | -1.5% | +5.4% | +3.3% |
| YTD | +23.3% | +8.5% | +14.8% | +8.3% |
| 1Y | +34.7% | +11.4% | +23.3% | +14.5% |
| 3Y | +70.0% | +70.1% | -0.1% | -12.7% |
| 5Y | -6.0% | +53.7% | -59.7% | -45.2% |
| All | -33.3% | +215.5% | -248.8% | -82.6% |
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 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