+562.6%
DTD vs VT
+374.2%
+188.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +0.4% | +1.0% | -0.5% | -0.4% |
| 3M | +4.6% | +2.4% | +2.2% | +2.3% |
| 6M | +9.3% | +12.0% | -2.7% | -0.9% |
| YTD | +15.9% | +15.3% | +0.5% | +2.4% |
| 1Y | +19.6% | +22.6% | -3.0% | +0.4% |
| 3Y | +64.2% | +74.7% | -10.5% | +2.1% |
| 5Y | +75.9% | +66.1% | +9.7% | +13.1% |
| 10Y | +216.0% | +225.0% | -9.0% | +17.2% |
| All | +562.6% | +374.2% | +188.4% | +83.7% |
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