-70.5%
DNN vs VT
+345.0%
-415.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +3.7% |
| 7D | -13.1% | -4.2% | -8.9% | -7.5% |
| 30D | -24.0% | -5.8% | -18.2% | -16.6% |
| 3M | -33.3% | -5.2% | -28.1% | -27.2% |
| 6M | -42.8% | +0.1% | -42.9% | -41.6% |
| YTD | -22.6% | +8.2% | -30.8% | -28.8% |
| 1Y | -22.8% | +10.1% | -33.0% | -30.5% |
| 3Y | +28.7% | +69.7% | -40.9% | -37.0% |
| 5Y | +6.7% | +53.4% | -46.6% | -35.9% |
| 10Y | +442.1% | +219.2% | +222.9% | +14.7% |
| All | -70.5% | +345.0% | -415.5% | -96.6% |
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 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