+15.9%
DQ vs VT
+370.9%
-355.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +5.3% |
| 7D | +5.5% | -4.2% | +9.7% | +12.8% |
| 30D | +7.2% | -5.8% | +13.0% | +18.0% |
| 3M | -10.5% | -5.2% | -5.3% | -2.6% |
| 6M | -40.6% | +0.1% | -40.8% | -40.8% |
| YTD | -59.7% | +8.2% | -68.0% | -64.4% |
| 1Y | -61.7% | +10.1% | -71.8% | -67.0% |
| 3Y | -54.5% | +69.7% | -124.2% | -80.0% |
| 5Y | -82.0% | +53.4% | -135.4% | -90.4% |
| 10Y | +155.7% | +219.2% | -63.5% | -52.1% |
| All | +15.9% | +370.9% | -355.0% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling