+549.3%
DTD vs VT
+345.0%
+204.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | +0.1% |
| 7D | -2.4% | -4.2% | +1.7% | +1.0% |
| 30D | +0.1% | -5.8% | +5.9% | +5.1% |
| 3M | -1.6% | -5.2% | +3.7% | +2.8% |
| 6M | +5.4% | +0.1% | +5.3% | +4.9% |
| YTD | +13.6% | +8.2% | +5.3% | +5.6% |
| 1Y | +16.4% | +10.1% | +6.3% | +6.7% |
| 3Y | +66.9% | +69.7% | -2.7% | +6.2% |
| 5Y | +68.9% | +53.4% | +15.5% | +16.0% |
| 10Y | +224.1% | +219.2% | +4.9% | +22.0% |
| All | +549.3% | +345.0% | +204.4% | +89.5% |
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