+153.5%
DMAC vs VT
+226.2%
-72.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +15.1% | -1.6% | +16.7% | +17.0% |
| 30D | +21.5% | -2.5% | +24.0% | +24.8% |
| 3M | +53.4% | -1.3% | +54.7% | +55.7% |
| 6M | +61.8% | +3.1% | +58.7% | +57.5% |
| YTD | +25.6% | +10.9% | +14.7% | +13.9% |
| 1Y | +47.1% | +12.1% | +35.0% | +32.5% |
| 3Y | +293.7% | +73.9% | +219.8% | +139.1% |
| 5Y | +128.8% | +58.0% | +70.9% | +51.7% |
| All | +153.5% | +226.2% | -72.7% | -21.8% |
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