-8.0%
DNLI vs VT
+156.9%
-164.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -2.3% |
| 7D | -5.9% | -0.7% | -5.2% | -4.9% |
| 30D | +4.1% | -1.7% | +5.9% | +7.1% |
| 3M | -20.1% | -2.3% | -17.8% | -17.1% |
| 6M | +0.3% | +1.5% | -1.2% | -2.4% |
| YTD | +19.5% | +12.0% | +7.5% | +1.6% |
| 1Y | +12.2% | +12.9% | -0.6% | -5.8% |
| 3Y | +21.6% | +74.9% | -53.3% | -43.1% |
| 5Y | -61.4% | +59.9% | -121.3% | -79.0% |
| All | -8.0% | +156.9% | -164.9% | -76.2% |
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