-47.0%
DLX vs VT
+224.5%
-271.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +2.7% | +0.4% | +2.3% | +2.3% |
| 30D | -7.6% | +1.0% | -8.6% | -8.7% |
| 3M | +7.3% | +2.4% | +4.9% | +3.4% |
| 6M | -11.5% | +12.0% | -23.5% | -23.9% |
| YTD | +12.8% | +15.3% | -2.6% | -6.6% |
| 1Y | +31.7% | +22.6% | +9.1% | +0.9% |
| 3Y | +40.1% | +74.7% | -34.6% | -29.2% |
| 5Y | -17.9% | +66.1% | -84.1% | -55.8% |
| All | -47.0% | +224.5% | -271.5% | -86.9% |
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