-81.2%
DQ vs VT
+53.4%
-134.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.1% |
| 7D | +17.5% | -2.3% | +19.8% | +21.7% |
| 30D | +16.1% | -5.0% | +21.0% | +25.7% |
| 3M | -6.6% | -4.9% | -1.8% | +0.9% |
| 6M | -34.6% | -1.5% | -33.1% | -33.0% |
| YTD | -57.1% | +8.5% | -65.6% | -62.1% |
| 1Y | -58.7% | +11.4% | -70.0% | -64.8% |
| 3Y | -52.1% | +70.1% | -122.1% | -78.7% |
| All | -81.2% | +53.4% | -134.6% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling