+20.6%
DLY vs VT
+128.4%
-107.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.3% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +3.0% | -2.6% | +5.6% | +3.9% |
| 3M | -2.4% | -3.2% | +0.8% | -1.3% |
| 6M | -0.2% | +0.9% | -1.1% | -0.7% |
| YTD | +1.0% | +11.3% | -10.3% | -3.3% |
| 1Y | +0.9% | +14.0% | -13.1% | -4.2% |
| 3Y | +26.7% | +75.8% | -49.1% | +2.0% |
| 5Y | +10.9% | +57.8% | -46.9% | -8.3% |
| All | +20.6% | +128.4% | -107.7% | -11.0% |
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