+114.1%
DT vs VEU
+109.1%
+5.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.8% |
| 7D | -1.6% | -1.4% | -0.2% | -0.1% |
| 30D | +3.0% | -0.4% | +3.5% | +3.4% |
| 3M | +26.5% | +2.5% | +24.0% | +22.2% |
| 6M | +35.9% | +11.1% | +24.8% | +17.7% |
| YTD | +17.8% | +16.5% | +1.3% | -4.4% |
| 1Y | +4.1% | +22.9% | -18.9% | -21.1% |
| 3Y | +5.3% | +73.4% | -68.1% | -48.6% |
| 5Y | -27.2% | +56.1% | -83.3% | -58.6% |
| All | +114.1% | +109.1% | +5.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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