+53.5%
DMAR vs VT
+78.2%
-24.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | -0.1% | -2.5% | +2.4% | +0.8% |
| 3M | +1.4% | -1.3% | +2.7% | +1.8% |
| 6M | +3.8% | +3.1% | +0.7% | +2.4% |
| YTD | +9.9% | +10.9% | -1.1% | +5.2% |
| 1Y | +11.6% | +12.1% | -0.4% | +6.4% |
| 3Y | +40.2% | +73.9% | -33.7% | +12.4% |
| 5Y | +44.4% | +58.0% | -13.6% | +18.3% |
| All | +53.5% | +78.2% | -24.7% | +20.7% |
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