-94.2%
DMRA vs VT
+114.9%
-209.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | +1.1% |
| 7D | -0.7% | -4.2% | +3.5% | +5.6% |
| 30D | +11.8% | -5.8% | +17.6% | +21.8% |
| 3M | -29.1% | -5.2% | -23.8% | -23.3% |
| 6M | -12.1% | +0.1% | -12.2% | -12.4% |
| YTD | -5.0% | +8.2% | -13.2% | -15.7% |
| 1Y | +268.0% | +10.1% | +257.9% | +224.4% |
| 3Y | +50.0% | +69.7% | -19.7% | -23.2% |
| 5Y | -73.8% | +53.4% | -127.2% | -84.4% |
| All | -94.2% | +114.9% | -209.1% | -96.7% |
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 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