+114.1%
DT vs VYM
+128.7%
-14.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.3% |
| 7D | -1.6% | -0.8% | -0.8% | -0.9% |
| 30D | +3.0% | -2.2% | +5.3% | +5.2% |
| 3M | +26.5% | +3.1% | +23.4% | +23.0% |
| 6M | +35.9% | +9.7% | +26.2% | +24.4% |
| YTD | +17.8% | +14.9% | +2.9% | +3.1% |
| 1Y | +4.1% | +17.6% | -13.5% | -11.0% |
| 3Y | +5.3% | +65.3% | -60.0% | -34.5% |
| 5Y | -27.2% | +78.7% | -105.9% | -57.0% |
| All | +114.1% | +128.7% | -14.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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