+87.8%
DT vs VO
+116.6%
-28.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.1% | +3.1% | 0.0% | -0.6% |
| 30D | -29.5% | +2.2% | -31.7% | -31.3% |
| 3M | -11.7% | -2.5% | -9.2% | -9.1% |
| 6M | +29.0% | +7.0% | +22.0% | +18.9% |
| YTD | +3.4% | +14.0% | -10.6% | -12.3% |
| 1Y | -4.2% | +15.6% | -19.9% | -20.1% |
| 3Y | -12.8% | +66.2% | -79.0% | -53.5% |
| 5Y | -39.6% | +36.6% | -76.2% | -58.0% |
| All | +87.8% | +116.6% | -28.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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