+15.3%
DMA vs VT
+54.1%
-38.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +1.3% |
| 7D | -1.0% | -4.2% | +3.2% | +0.9% |
| 30D | -3.9% | -5.8% | +1.9% | -1.4% |
| 3M | -1.3% | -5.2% | +4.0% | +1.0% |
| 6M | +3.7% | +0.1% | +3.6% | +3.5% |
| YTD | -9.8% | +8.2% | -18.0% | -13.2% |
| 1Y | -6.4% | +10.1% | -16.6% | -10.7% |
| 3Y | +41.2% | +69.7% | -28.5% | +12.0% |
| All | +15.3% | +54.1% | -38.8% | -13.5% |
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