+64.7%
DSEP vs VT
+121.9%
-57.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.2% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -1.2% | -1.7% | +0.6% | -0.4% |
| 3M | +1.1% | -2.3% | +3.4% | +2.0% |
| 6M | +4.3% | +1.5% | +2.8% | +3.5% |
| YTD | +8.8% | +12.0% | -3.3% | +3.3% |
| 1Y | +9.6% | +12.9% | -3.3% | +3.7% |
| 3Y | +40.8% | +74.9% | -34.2% | +10.5% |
| 5Y | +48.5% | +59.9% | -11.4% | +18.6% |
| All | +64.7% | +121.9% | -57.2% | +15.9% |
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