+651.6%
DTE vs VT
+346.0%
+305.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | -2.3% | +2.0% | +1.1% |
| 30D | +6.2% | -5.0% | +11.1% | +9.3% |
| 3M | -2.6% | -4.9% | +2.3% | +0.2% |
| 6M | -3.5% | -1.5% | -2.0% | -3.1% |
| YTD | +7.4% | +8.5% | -1.1% | +1.3% |
| 1Y | +4.2% | +11.4% | -7.2% | -3.3% |
| 3Y | +51.7% | +70.1% | -18.3% | +7.0% |
| 5Y | +39.7% | +53.7% | -14.1% | +3.5% |
| 10Y | +137.5% | +220.0% | -82.5% | +11.1% |
| All | +651.6% | +346.0% | +305.6% | +135.7% |
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