-98.3%
DNA vs VT
+76.8%
-175.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -0.1% | +0.4% | -0.6% | -1.5% |
| 30D | -25.8% | +1.0% | -26.8% | -27.4% |
| 3M | -23.2% | +2.4% | -25.6% | -27.5% |
| 6M | +3.9% | +12.0% | -8.1% | -22.3% |
| YTD | -16.4% | +15.3% | -31.7% | -41.3% |
| 1Y | -40.5% | +22.6% | -63.1% | -64.2% |
| 3Y | -92.3% | +74.7% | -166.9% | -98.0% |
| 5Y | -98.3% | +66.1% | -164.4% | -99.5% |
| All | -98.3% | +76.8% | -175.0% | -99.5% |
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