+161.5%
DQ vs VT
+217.6%
-56.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -3.9% |
| 7D | +6.7% | -0.1% | +6.8% | +6.6% |
| 30D | +6.1% | -3.1% | +9.2% | +11.4% |
| 3M | -20.2% | -3.5% | -16.7% | -15.7% |
| 6M | -37.4% | +0.5% | -37.9% | -38.0% |
| YTD | -60.4% | +10.8% | -71.2% | -66.5% |
| 1Y | -67.3% | +11.9% | -79.2% | -72.7% |
| 3Y | -56.6% | +73.0% | -129.6% | -81.8% |
| 5Y | -82.2% | +58.6% | -140.8% | -91.1% |
| 10Y | +161.5% | +219.2% | -57.6% | -58.5% |
| All | +161.5% | +217.6% | -56.1% | -58.5% |
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