-89.5%
DTCX vs VT
+65.4%
-154.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | -8.7% | -2.3% | -6.4% | -8.1% |
| 30D | -42.6% | -5.0% | -37.7% | -41.7% |
| 3M | -45.3% | -4.9% | -40.4% | -44.4% |
| 6M | -55.1% | -1.5% | -53.6% | -54.9% |
| YTD | -61.8% | +8.5% | -70.3% | -62.7% |
| 1Y | -73.7% | +11.4% | -85.1% | -74.4% |
| 3Y | -81.7% | +70.1% | -151.8% | -83.1% |
| All | -89.5% | +65.4% | -154.9% | -90.6% |
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