+88.5%
DTCR vs VT
+120.5%
-32.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.8% |
| 7D | +2.0% | +2.4% | -0.3% | -0.4% |
| 30D | -3.5% | -1.5% | -2.0% | -1.9% |
| 3M | -12.7% | -4.1% | -8.5% | -8.5% |
| 6M | -17.2% | +0.6% | -17.7% | -17.1% |
| YTD | +20.7% | +11.0% | +9.6% | +9.6% |
| 1Y | +23.3% | +13.3% | +10.0% | +9.8% |
| 3Y | +100.9% | +73.4% | +27.5% | +19.2% |
| 5Y | +55.2% | +57.4% | -2.2% | -1.0% |
| All | +88.5% | +120.5% | -32.0% | -5.1% |
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