+19.4%
DLY vs VT
+127.3%
-107.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +1.9% | -3.1% | +4.9% | +3.0% |
| 3M | -3.4% | -3.5% | +0.1% | -2.1% |
| 6M | -1.2% | +0.5% | -1.7% | -1.5% |
| YTD | -0.1% | +10.8% | -10.8% | -4.1% |
| 1Y | -0.2% | +11.9% | -12.1% | -4.5% |
| 3Y | +25.8% | +73.0% | -47.2% | +1.8% |
| 5Y | +10.5% | +58.6% | -48.1% | -8.8% |
| All | +19.4% | +127.3% | -107.9% | -11.8% |
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