+243.4%
DMO vs VT
+459.1%
-215.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -1.8% | +1.0% | -2.7% | -2.1% |
| 3M | -2.6% | +2.4% | -5.0% | -3.4% |
| 6M | -4.3% | +12.0% | -16.3% | -8.0% |
| YTD | -0.4% | +15.3% | -15.7% | -5.2% |
| 1Y | -3.4% | +22.6% | -26.0% | -9.9% |
| 3Y | +36.9% | +74.7% | -37.8% | +12.4% |
| 5Y | +15.8% | +66.1% | -50.3% | -4.0% |
| 10Y | +38.0% | +225.0% | -187.0% | -8.0% |
| All | +243.4% | +459.1% | -215.6% | +111.6% |
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