-84.0%
DTI vs VT
+58.4%
-142.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.6% | +7.9% | +8.9% |
| 7D | +6.8% | +0.4% | +6.4% | +6.7% |
| 30D | -22.9% | -2.6% | -20.3% | -21.5% |
| 3M | -30.7% | -3.2% | -27.5% | -29.2% |
| 6M | -47.3% | +0.9% | -48.3% | -47.7% |
| YTD | -35.5% | +11.3% | -46.8% | -40.0% |
| 1Y | -21.8% | +14.0% | -35.8% | -28.4% |
| 3Y | -56.8% | +75.8% | -132.7% | -64.9% |
| All | -84.0% | +58.4% | -142.3% | -86.9% |
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