+117.6%
DT vs VEU
+112.1%
+5.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -2.2% |
| 7D | -3.3% | +1.1% | -4.4% | -4.5% |
| 30D | +2.0% | +2.2% | -0.1% | -0.4% |
| 3M | +20.0% | +3.0% | +17.0% | +15.2% |
| 6M | +39.3% | +10.9% | +28.4% | +20.9% |
| YTD | +19.8% | +18.2% | +1.6% | -4.2% |
| 1Y | +4.3% | +28.3% | -24.0% | -24.7% |
| 3Y | +7.7% | +74.6% | -66.9% | -47.7% |
| 5Y | -26.8% | +56.4% | -83.2% | -58.4% |
| All | +117.6% | +112.1% | +5.5% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling