+14.4%
DNN vs VT
+57.5%
-43.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.7% | -4.3% |
| 7D | +5.7% | -0.1% | +5.9% | +5.8% |
| 30D | -8.6% | -3.1% | -5.6% | -2.8% |
| 3M | -31.9% | -3.5% | -28.4% | -26.5% |
| 6M | -40.6% | +0.5% | -41.1% | -39.7% |
| YTD | -16.5% | +10.8% | -27.3% | -27.8% |
| 1Y | -15.9% | +11.9% | -27.8% | -28.3% |
| 3Y | +39.6% | +73.0% | -33.4% | -44.6% |
| 5Y | +14.4% | +58.6% | -44.2% | -40.2% |
| All | +14.4% | +57.5% | -43.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling