-26.7%
DT vs VEU
+53.0%
-79.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.9% |
| 7D | -2.5% | -1.9% | -0.6% | -0.7% |
| 30D | +3.5% | -0.7% | +4.3% | +4.1% |
| 3M | +26.7% | +4.9% | +21.9% | +19.9% |
| 6M | +36.1% | +9.8% | +26.3% | +20.5% |
| YTD | +18.6% | +15.3% | +3.3% | -1.8% |
| 1Y | +7.9% | +23.0% | -15.1% | -17.7% |
| 3Y | +8.6% | +73.5% | -64.9% | -48.3% |
| 5Y | -26.7% | +54.5% | -81.2% | -56.9% |
| All | -26.7% | +53.0% | -79.7% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling