+101.1%
DTEC vs VT
+143.0%
-41.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.5% |
| 7D | -3.1% | -2.3% | -0.8% | -0.6% |
| 30D | -3.7% | -5.0% | +1.2% | +1.9% |
| 3M | -3.3% | -4.9% | +1.6% | +2.2% |
| 6M | +6.4% | -1.5% | +7.9% | +8.0% |
| YTD | +2.1% | +8.5% | -6.4% | -7.3% |
| 1Y | 0.0% | +11.4% | -11.3% | -11.8% |
| 3Y | +44.2% | +70.1% | -25.9% | -20.4% |
| 5Y | -4.0% | +53.7% | -57.8% | -40.2% |
| All | +101.1% | +143.0% | -41.9% | -21.2% |
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