+217.8%
DLX vs VT
+345.0%
-127.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -4.1% | +22.3% | +23.3% |
| 7D | +20.9% | -4.2% | +25.0% | +26.2% |
| 30D | +22.9% | -5.8% | +28.7% | +30.9% |
| 3M | +5.4% | -5.2% | +10.6% | +11.3% |
| 6M | -7.9% | +0.1% | -8.1% | -10.8% |
| YTD | +28.6% | +8.2% | +20.4% | +12.8% |
| 1Y | +60.2% | +10.1% | +50.1% | +37.2% |
| 3Y | +77.7% | +69.7% | +8.1% | -10.8% |
| 5Y | -2.0% | +53.4% | -55.3% | -43.9% |
| 10Y | -29.8% | +219.2% | -249.0% | -84.0% |
| All | +217.8% | +345.0% | -127.1% | -50.6% |
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