+53.3%
DMAY vs VT
+144.2%
-90.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.5% | -2.3% | +0.8% | -0.5% |
| 30D | -2.8% | -5.0% | +2.2% | -0.5% |
| 3M | -1.7% | -4.9% | +3.2% | +0.6% |
| 6M | +0.7% | -1.5% | +2.3% | +1.3% |
| YTD | +4.0% | +8.5% | -4.5% | -0.1% |
| 1Y | +5.9% | +11.4% | -5.5% | +0.4% |
| 3Y | +37.0% | +70.1% | -33.1% | +7.4% |
| 5Y | +36.1% | +53.7% | -17.6% | +8.0% |
| All | +53.3% | +144.2% | -90.9% | +5.5% |
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 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