-23.0%
DLX vs VT
+5.0%
-27.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +7.3% |
| 7D | +2.2% | -0.3% | +2.5% | +1.7% |
| 30D | +3.3% | -1.4% | +4.7% | +2.2% |
| 3M | -12.1% | -1.4% | -10.7% | -13.1% |
| 6M | -23.0% | +5.5% | -28.4% | -13.2% |
| All | -23.0% | +5.0% | -27.9% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling