+129.6%
DNL vs VT
+222.7%
-93.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.6% | +0.4% | -1.1% | -1.1% |
| 30D | 0.0% | +1.0% | -0.9% | -0.9% |
| 3M | +1.1% | +2.4% | -1.3% | -1.1% |
| 6M | +8.9% | +12.0% | -3.1% | -2.3% |
| YTD | +12.8% | +15.3% | -2.6% | -1.5% |
| 1Y | +20.2% | +22.6% | -2.4% | -1.0% |
| 3Y | +38.4% | +74.7% | -36.3% | -19.3% |
| 5Y | +19.0% | +66.1% | -47.2% | -27.2% |
| All | +129.6% | +222.7% | -93.1% | -27.0% |
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