-8.1%
DNLI vs VT
+148.2%
-156.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | +0.1% |
| 7D | +2.1% | -4.2% | +6.2% | +8.9% |
| 30D | +2.3% | -5.8% | +8.1% | +12.0% |
| 3M | -19.2% | -5.2% | -14.0% | -12.3% |
| 6M | +4.2% | +0.1% | +4.1% | +3.7% |
| YTD | +19.4% | +8.2% | +11.2% | +6.9% |
| 1Y | +32.4% | +10.1% | +22.3% | +15.5% |
| 3Y | -9.7% | +69.7% | -79.3% | -55.7% |
| 5Y | -64.2% | +53.4% | -117.5% | -79.3% |
| All | -8.1% | +148.2% | -156.2% | -74.9% |
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