+168.7%
DLX vs VT
+363.9%
-195.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +4.4% |
| 7D | +2.2% | -0.3% | +2.5% | +2.6% |
| 30D | +3.3% | -1.4% | +4.7% | +5.1% |
| 3M | -12.1% | -1.4% | -10.7% | -10.7% |
| 6M | -23.0% | +5.5% | -28.4% | -29.3% |
| YTD | +8.7% | +12.8% | -4.1% | -8.5% |
| 1Y | +35.2% | +15.4% | +19.7% | +10.3% |
| 3Y | +50.3% | +76.9% | -26.6% | -27.6% |
| 5Y | -11.0% | +60.4% | -71.4% | -51.4% |
| 10Y | -40.6% | +232.8% | -273.4% | -87.0% |
| All | +168.7% | +363.9% | -195.2% | -59.9% |
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 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