+39.1%
DMLP vs VT
+76.6%
-37.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | -6.6% | -0.3% | -6.3% | -6.5% |
| 30D | -1.1% | -1.4% | +0.3% | -0.8% |
| 3M | +12.5% | -1.4% | +13.9% | +12.8% |
| 6M | +10.3% | +5.5% | +4.9% | +8.2% |
| YTD | +40.9% | +12.8% | +28.0% | +34.3% |
| 1Y | +34.5% | +15.4% | +19.1% | +26.7% |
| All | +39.1% | +76.6% | -37.5% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling