-23.0%
DTB vs VT
+112.8%
-135.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -3.3% | +2.4% | -5.7% | -4.2% |
| 30D | -1.0% | -1.5% | +0.5% | -0.5% |
| 3M | -8.9% | -4.1% | -4.7% | -7.5% |
| 6M | -11.6% | +0.6% | -12.2% | -12.0% |
| YTD | -10.7% | +11.0% | -21.7% | -14.5% |
| 1Y | -13.5% | +13.3% | -26.8% | -17.8% |
| 3Y | -10.6% | +73.4% | -84.0% | -29.1% |
| 5Y | -24.2% | +57.4% | -81.6% | -40.0% |
| All | -23.0% | +112.8% | -135.8% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling