+163.0%
DQ vs VT
+223.7%
-60.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -7.4% |
| 7D | +17.5% | +0.4% | +17.1% | +16.4% |
| 30D | +11.3% | -2.6% | +13.9% | +15.9% |
| 3M | -16.8% | -3.2% | -13.6% | -12.6% |
| 6M | -34.3% | +0.9% | -35.3% | -35.5% |
| YTD | -58.5% | +11.3% | -69.8% | -65.1% |
| 1Y | -63.5% | +14.0% | -77.5% | -70.4% |
| 3Y | -53.4% | +75.8% | -129.2% | -81.0% |
| 5Y | -81.7% | +57.8% | -139.5% | -90.7% |
| 10Y | +163.0% | +219.8% | -56.8% | -59.0% |
| All | +163.0% | +223.7% | -60.7% | -59.0% |
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 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