+170.1%
DQ vs VT
+215.5%
-45.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.1% |
| 7D | +17.5% | -2.3% | +19.8% | +21.9% |
| 30D | +16.1% | -5.0% | +21.0% | +26.1% |
| 3M | -6.6% | -4.9% | -1.8% | +1.2% |
| 6M | -34.6% | -1.5% | -33.1% | -32.9% |
| YTD | -57.1% | +8.5% | -65.6% | -62.3% |
| 1Y | -58.7% | +11.4% | -70.0% | -65.1% |
| 3Y | -52.1% | +70.1% | -122.1% | -79.4% |
| 5Y | -80.8% | +53.7% | -134.5% | -89.9% |
| All | +170.1% | +215.5% | -45.5% | -55.5% |
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