-89.8%
DTCX vs VT
+69.7%
-159.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.7% |
| 7D | -8.1% | +0.4% | -8.5% | -8.4% |
| 30D | -38.9% | -2.6% | -36.3% | -38.4% |
| 3M | -50.2% | -3.2% | -47.0% | -49.7% |
| 6M | -56.6% | +0.9% | -57.5% | -56.7% |
| YTD | -62.9% | +11.3% | -74.2% | -64.0% |
| 1Y | -77.0% | +14.0% | -91.0% | -77.8% |
| 3Y | -84.1% | +75.8% | -159.9% | -85.4% |
| All | -89.8% | +69.7% | -159.5% | -91.0% |
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