+147.6%
DQ vs VT
+224.5%
-76.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -10.0% | +0.4% | -10.5% | -10.7% |
| 30D | -7.3% | +1.0% | -8.3% | -8.8% |
| 3M | -27.1% | +2.4% | -29.5% | -29.9% |
| 6M | -47.6% | +12.0% | -59.6% | -56.3% |
| YTD | -58.3% | +15.3% | -73.6% | -66.8% |
| 1Y | -54.3% | +22.6% | -76.9% | -66.7% |
| 3Y | -66.6% | +74.7% | -141.2% | -86.1% |
| 5Y | -80.1% | +66.1% | -146.2% | -90.7% |
| All | +147.6% | +224.5% | -76.9% | -51.8% |
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