-73.0%
DTI vs VT
+64.1%
-137.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.7% | +0.4% | +4.3% | +4.4% |
| 30D | +15.2% | +1.0% | +14.2% | +14.5% |
| 3M | -5.7% | +2.4% | -8.1% | -7.3% |
| 6M | -19.9% | +12.0% | -31.9% | -26.0% |
| YTD | +8.6% | +15.3% | -6.8% | -1.4% |
| 1Y | +36.4% | +22.6% | +13.8% | +19.1% |
| 3Y | -34.3% | +74.7% | -109.0% | -47.8% |
| All | -73.0% | +64.1% | -137.1% | -78.5% |
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