-20.7%
DTB vs VT
+112.3%
-133.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +1.4% | -3.1% | +4.4% | +2.5% |
| 3M | -6.3% | -3.5% | -2.8% | -5.1% |
| 6M | -9.9% | +0.5% | -10.4% | -10.2% |
| YTD | -8.0% | +10.8% | -18.8% | -11.8% |
| 1Y | -12.4% | +11.9% | -24.3% | -16.3% |
| 3Y | -8.4% | +73.0% | -81.4% | -27.4% |
| 5Y | -22.0% | +58.6% | -80.6% | -38.3% |
| All | -20.7% | +112.3% | -133.0% | -39.6% |
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