-72.9%
DMRA vs VT
+66.2%
-139.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +3.7% | +0.4% | +3.2% | +2.9% |
| 30D | -2.5% | +1.0% | -3.5% | -3.9% |
| 3M | +34.7% | +2.4% | +32.4% | +30.0% |
| 6M | +1.3% | +12.0% | -10.7% | -14.8% |
| YTD | +30.6% | +15.3% | +15.3% | +4.3% |
| 1Y | +902.0% | +22.6% | +879.4% | +634.9% |
| 3Y | +103.8% | +74.7% | +29.1% | -5.3% |
| All | -72.9% | +66.2% | -139.1% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling