+83.2%
DT vs VT
+132.1%
-48.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -1.5% |
| 7D | -28.3% | -4.2% | -24.2% | -24.3% |
| 30D | -28.4% | -5.8% | -22.6% | -22.8% |
| 3M | -14.1% | -5.2% | -8.8% | -8.1% |
| 6M | +13.2% | +0.1% | +13.0% | +11.9% |
| YTD | +0.8% | +8.2% | -7.4% | -10.5% |
| 1Y | -7.8% | +10.1% | -17.9% | -20.1% |
| 3Y | -8.3% | +69.7% | -78.0% | -55.9% |
| 5Y | -42.7% | +53.4% | -96.1% | -67.4% |
| All | +83.2% | +132.1% | -48.9% | -35.2% |
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