+10.6%
DMBS vs VT
+76.8%
-66.2%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.4% |
| 7D | +0.1% | -4.2% | +4.3% | +0.6% |
| 30D | +2.4% | -5.8% | +8.2% | +3.1% |
| 3M | -1.4% | -5.2% | +3.9% | -0.8% |
| 6M | -1.2% | +0.1% | -1.4% | -1.3% |
| YTD | -0.9% | +8.2% | -9.1% | -1.7% |
| 1Y | +0.2% | +10.1% | -9.9% | -0.8% |
| 3Y | +16.4% | +69.7% | -53.3% | +7.5% |
| All | +10.6% | +76.8% | -66.2% | +3.4% |
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