-93.9%
DMRA vs VT
+124.0%
-217.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +1.5% |
| 7D | +6.2% | -0.3% | +6.5% | +6.7% |
| 30D | +13.5% | -1.4% | +14.9% | +15.8% |
| 3M | -23.6% | -1.4% | -22.2% | -21.9% |
| 6M | -11.5% | +5.5% | -17.0% | -18.2% |
| YTD | -0.3% | +12.8% | -13.1% | -16.6% |
| 1Y | +284.9% | +15.4% | +269.5% | +217.8% |
| 3Y | +57.4% | +76.9% | -19.5% | -24.0% |
| 5Y | -73.1% | +60.4% | -133.5% | -84.9% |
| All | -93.9% | +124.0% | -217.9% | -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 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