+105.9%
DTEC vs VT
+151.0%
-45.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | -0.4% |
| 7D | -2.0% | -0.7% | -1.3% | -1.2% |
| 30D | -2.2% | -1.7% | -0.4% | -0.2% |
| 3M | -3.3% | -2.3% | -1.0% | -0.8% |
| 6M | +7.7% | +1.5% | +6.2% | +5.7% |
| YTD | +4.5% | +12.0% | -7.5% | -8.4% |
| 1Y | +0.7% | +12.9% | -12.2% | -12.5% |
| 3Y | +44.8% | +74.9% | -30.2% | -22.5% |
| 5Y | -0.2% | +59.9% | -60.1% | -40.4% |
| All | +105.9% | +151.0% | -45.1% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling