-1.6%
DORM vs VT
+11.9%
-13.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -3.2% | +2.4% | -5.6% | -4.8% |
| 30D | +8.6% | -1.5% | +10.1% | +9.6% |
| 3M | -0.6% | -4.1% | +3.5% | +2.5% |
| 6M | +13.7% | +0.6% | +13.2% | +13.1% |
| YTD | +7.4% | +11.0% | -3.6% | -3.7% |
| 1Y | -1.6% | +13.3% | -15.0% | -14.0% |
| All | -1.6% | +11.9% | -13.5% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling