+368.2%
DNN vs VT
+221.8%
+146.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | -5.9% | +2.4% | -8.3% | -9.0% |
| 30D | -4.6% | -1.5% | -3.1% | -2.1% |
| 3M | -36.8% | -4.1% | -32.7% | -32.1% |
| 6M | -42.6% | +0.6% | -43.2% | -41.8% |
| YTD | -22.6% | +11.0% | -33.6% | -31.1% |
| 1Y | -17.3% | +13.3% | -30.6% | -28.3% |
| 3Y | +24.1% | +73.4% | -49.3% | -39.3% |
| 5Y | +4.6% | +57.4% | -52.9% | -39.5% |
| All | +368.2% | +221.8% | +146.4% | -10.4% |
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 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