+165.2%
DNL vs VT
+345.0%
-179.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.5% | -2.9% |
| 7D | -8.3% | -4.2% | -4.1% | -4.6% |
| 30D | -10.3% | -5.8% | -4.5% | -5.2% |
| 3M | -11.4% | -5.2% | -6.1% | -6.8% |
| 6M | -6.6% | +0.1% | -6.7% | -6.4% |
| YTD | -0.1% | +8.2% | -8.3% | -6.3% |
| 1Y | +1.7% | +10.1% | -8.5% | -6.1% |
| 3Y | +27.8% | +69.7% | -41.8% | -19.4% |
| 5Y | +7.4% | +53.4% | -46.0% | -25.8% |
| 10Y | +120.1% | +219.2% | -99.1% | -18.8% |
| All | +165.2% | +345.0% | -179.7% | -30.4% |
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