+134.2%
DTE vs VO
+200.3%
-66.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.8% |
| 7D | -2.6% | -1.5% | -1.1% | -1.6% |
| 30D | -4.4% | -3.0% | -1.4% | -2.5% |
| 3M | -8.3% | +2.8% | -11.2% | -10.1% |
| 6M | -8.1% | +10.9% | -19.0% | -14.4% |
| YTD | +4.4% | +12.5% | -8.0% | -3.8% |
| 1Y | +0.2% | +12.0% | -11.8% | -7.5% |
| 3Y | +42.6% | +56.3% | -13.7% | +3.6% |
| 5Y | +31.5% | +42.9% | -11.5% | -0.5% |
| All | +134.2% | +200.3% | -66.0% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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