+290.0%
DNP vs VT
+363.9%
-73.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | +7.7% | -1.4% | +9.1% | +8.3% |
| 3M | -4.0% | -1.4% | -2.6% | -3.4% |
| 6M | -0.7% | +5.5% | -6.2% | -3.5% |
| YTD | +8.0% | +12.8% | -4.8% | +1.5% |
| 1Y | +9.5% | +15.4% | -5.9% | +1.8% |
| 3Y | +37.9% | +76.9% | -39.0% | +4.1% |
| 5Y | +38.9% | +60.4% | -21.5% | +8.6% |
| 10Y | +114.5% | +232.8% | -118.3% | +16.8% |
| All | +290.0% | +363.9% | -73.9% | +60.4% |
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 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