+112.2%
DT vs VTEB
+9.4%
+102.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -0.5% | -0.7% | +0.2% | +0.1% |
| 30D | +0.1% | -2.1% | +2.1% | +1.9% |
| 3M | +24.1% | -2.7% | +26.8% | +27.1% |
| 6M | +30.1% | -2.1% | +32.2% | +32.6% |
| YTD | +16.8% | -1.1% | +17.9% | +18.0% |
| 1Y | -0.1% | +1.3% | -1.4% | -1.2% |
| 3Y | +6.8% | +9.0% | -2.2% | -1.7% |
| 5Y | -28.4% | +1.5% | -29.9% | -30.3% |
| All | +112.2% | +9.4% | +102.7% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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