-51.0%
DNN vs VT
+374.2%
-425.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | +0.4% | +0.4% | +0.3% |
| 30D | +10.7% | +1.0% | +9.7% | +9.4% |
| 3M | +0.3% | +2.4% | -2.1% | -1.9% |
| 6M | -17.0% | +12.0% | -29.0% | -28.3% |
| YTD | +28.6% | +15.3% | +13.2% | +7.0% |
| 1Y | +50.0% | +22.6% | +27.4% | +14.6% |
| 3Y | +142.6% | +74.7% | +67.9% | +12.8% |
| 5Y | +142.6% | +66.1% | +76.4% | +29.7% |
| 10Y | +557.7% | +225.0% | +332.7% | +34.8% |
| All | -51.0% | +374.2% | -425.2% | -94.9% |
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