+32.3%
DTE vs VO
+42.1%
-9.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -2.6% | -1.5% | -1.1% | -1.9% |
| 30D | -4.4% | -3.0% | -1.4% | -3.1% |
| 3M | -8.3% | +2.8% | -11.2% | -9.5% |
| 6M | -8.1% | +10.9% | -19.0% | -12.3% |
| YTD | +4.4% | +12.5% | -8.0% | -1.1% |
| 1Y | +0.2% | +12.0% | -11.8% | -5.0% |
| 3Y | +42.6% | +56.3% | -13.7% | +15.7% |
| All | +32.3% | +42.1% | -9.9% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling