-98.0%
DTIL vs VT
+142.9%
-240.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.1% |
| 7D | +50.1% | -2.3% | +52.5% | +53.7% |
| 30D | +69.6% | -5.0% | +74.6% | +81.0% |
| 3M | +42.9% | -4.9% | +47.7% | +52.0% |
| 6M | +41.0% | -1.5% | +42.5% | +42.3% |
| YTD | +154.8% | +8.5% | +146.3% | +122.2% |
| 1Y | +64.6% | +11.4% | +53.2% | +38.0% |
| 3Y | -11.7% | +70.1% | -81.7% | -63.3% |
| 5Y | -96.4% | +53.7% | -150.1% | -98.1% |
| All | -98.0% | +142.9% | -240.9% | -99.4% |
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