-37.4%
DOW vs VT
+66.2%
-103.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | +0.4% | -2.8% | -2.8% |
| 30D | +0.4% | +1.0% | -0.6% | -0.7% |
| 3M | -14.4% | +2.4% | -16.8% | -16.9% |
| 6M | -7.0% | +12.0% | -19.0% | -18.6% |
| YTD | +30.2% | +15.3% | +14.9% | +10.4% |
| 1Y | +29.2% | +22.6% | +6.6% | +2.8% |
| 3Y | -36.7% | +74.7% | -111.4% | -64.3% |
| All | -37.4% | +66.2% | -103.6% | -63.9% |
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