+60.7%
DMAC vs VT
+66.2%
-5.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.6% | +0.4% | +5.2% | +5.1% |
| 30D | +1.3% | +1.0% | +0.3% | +0.3% |
| 3M | +15.6% | +2.4% | +13.2% | +12.7% |
| 6M | -13.1% | +12.0% | -25.1% | -22.6% |
| YTD | -15.2% | +15.3% | -30.5% | -26.5% |
| 1Y | +25.7% | +22.6% | +3.1% | +3.2% |
| 3Y | +120.6% | +74.7% | +45.9% | +35.3% |
| All | +60.7% | +66.2% | -5.5% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling