+147.3%
DOL vs VT
+214.8%
-67.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +0.9% |
| 7D | -1.6% | -4.2% | +2.6% | +2.0% |
| 30D | -2.3% | -5.8% | +3.5% | +2.7% |
| 3M | -4.2% | -5.2% | +1.1% | +0.3% |
| 6M | +2.4% | +0.1% | +2.3% | +2.3% |
| YTD | +13.1% | +8.2% | +4.9% | +5.9% |
| 1Y | +19.4% | +10.1% | +9.3% | +10.1% |
| 3Y | +74.5% | +69.7% | +4.9% | +10.4% |
| 5Y | +76.7% | +53.4% | +23.3% | +21.3% |
| All | +147.3% | +214.8% | -67.5% | -14.5% |
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