-90.1%
DTCX vs VT
+69.7%
-159.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.9% |
| 7D | -1.3% | +2.9% | -4.2% | -2.1% |
| 30D | -37.9% | -2.5% | -35.4% | -37.4% |
| 3M | -48.8% | -3.3% | -45.5% | -48.2% |
| 6M | -57.3% | +1.5% | -58.8% | -57.4% |
| YTD | -64.1% | +11.4% | -75.5% | -65.2% |
| 1Y | -75.2% | +11.9% | -87.1% | -76.0% |
| 3Y | -84.6% | +73.9% | -158.5% | -85.9% |
| All | -90.1% | +69.7% | -159.9% | -91.2% |
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