+149.2%
DQ vs VT
+221.8%
-72.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.3% | -4.1% |
| 7D | -13.8% | +2.4% | -16.1% | -17.1% |
| 30D | +1.9% | -1.5% | +3.4% | +4.2% |
| 3M | -26.9% | -4.1% | -22.8% | -22.0% |
| 6M | -43.0% | +0.6% | -43.6% | -43.6% |
| YTD | -63.0% | +11.0% | -74.1% | -68.8% |
| 1Y | -65.6% | +13.3% | -79.0% | -71.8% |
| 3Y | -60.4% | +73.4% | -133.8% | -83.5% |
| 5Y | -85.0% | +57.4% | -142.4% | -92.4% |
| All | +149.2% | +221.8% | -72.6% | -62.2% |
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