+71.5%
DNOV vs VT
+121.6%
-50.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.9% | -2.3% | +1.4% | 0.0% |
| 30D | -1.1% | -5.0% | +3.9% | +1.0% |
| 3M | +0.5% | -4.9% | +5.4% | +2.5% |
| 6M | +3.5% | -1.5% | +5.0% | +3.9% |
| YTD | +7.3% | +8.5% | -1.2% | +3.4% |
| 1Y | +10.8% | +11.4% | -0.6% | +5.6% |
| 3Y | +45.1% | +70.1% | -24.9% | +15.9% |
| 5Y | +49.6% | +53.7% | -4.2% | +24.0% |
| All | +71.5% | +121.6% | -50.1% | +19.4% |
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