-6.4%
DNLI vs VT
+148.7%
-155.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.4% |
| 7D | +6.0% | -2.3% | +8.3% | +9.9% |
| 30D | +4.7% | -5.0% | +9.7% | +13.3% |
| 3M | -18.8% | -4.9% | -14.0% | -12.4% |
| 6M | -1.7% | -1.5% | -0.1% | +0.2% |
| YTD | +21.6% | +8.5% | +13.1% | +8.4% |
| 1Y | +39.3% | +11.4% | +27.9% | +19.4% |
| 3Y | -3.3% | +70.1% | -73.3% | -52.8% |
| 5Y | -63.5% | +53.7% | -117.3% | -79.0% |
| All | -6.4% | +148.7% | -155.2% | -74.6% |
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