-83.7%
DNUT vs VT
+65.8%
-149.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.6% | -3.6% |
| 7D | +12.4% | -1.6% | +14.0% | +14.0% |
| 30D | +13.1% | -2.5% | +15.6% | +15.7% |
| 3M | +6.9% | -1.3% | +8.2% | +8.0% |
| 6M | -14.4% | +3.1% | -17.5% | -17.8% |
| YTD | -18.7% | +10.9% | -29.6% | -27.4% |
| 1Y | -11.1% | +12.1% | -23.2% | -21.4% |
| 3Y | -74.8% | +73.9% | -148.7% | -85.2% |
| 5Y | -75.4% | +58.0% | -133.3% | -84.1% |
| All | -83.7% | +65.8% | -149.5% | -90.0% |
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