-52.1%
DQ vs VT
+69.7%
-121.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.1% |
| 7D | +17.5% | -2.3% | +19.8% | +21.5% |
| 30D | +16.1% | -5.0% | +21.0% | +25.3% |
| 3M | -6.6% | -4.9% | -1.8% | +0.6% |
| 6M | -34.6% | -1.5% | -33.1% | -33.0% |
| YTD | -57.1% | +8.5% | -65.6% | -61.9% |
| 1Y | -58.7% | +11.4% | -70.0% | -64.6% |
| 3Y | -52.1% | +70.1% | -122.1% | -81.0% |
| All | -52.1% | +69.7% | -121.8% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling