+117.6%
DT vs VT
+147.4%
-29.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | +0.4% | -3.7% | -3.8% |
| 30D | +2.0% | +1.0% | +1.1% | +0.8% |
| 3M | +20.0% | +2.4% | +17.6% | +15.9% |
| 6M | +39.3% | +12.0% | +27.3% | +18.7% |
| YTD | +19.8% | +15.3% | +4.4% | -1.8% |
| 1Y | +4.3% | +22.6% | -18.3% | -21.3% |
| 3Y | +7.7% | +74.7% | -67.0% | -49.7% |
| 5Y | -26.8% | +66.1% | -93.0% | -62.2% |
| All | +117.6% | +147.4% | -29.8% | -28.9% |
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