-65.9%
DNUT vs VT
+53.2%
-119.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.7% | -4.1% | +34.8% | +34.0% |
| 7D | +43.7% | -4.2% | +47.9% | +47.6% |
| 30D | +52.3% | -5.8% | +58.1% | +58.8% |
| 3M | +48.4% | -5.2% | +53.6% | +53.8% |
| 6M | +25.3% | +0.1% | +25.2% | +22.2% |
| YTD | +14.4% | +8.2% | +6.2% | +3.2% |
| 1Y | +22.0% | +10.1% | +11.9% | +8.2% |
| 3Y | -64.6% | +69.7% | -134.3% | -79.0% |
| 5Y | -65.9% | +53.4% | -119.3% | -77.2% |
| All | -65.9% | +53.2% | -119.1% | -77.2% |
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