-98.1%
DTIL vs VT
+142.3%
-240.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.6% | -4.1% | +25.6% | +27.3% |
| 7D | +32.7% | -4.2% | +36.8% | +39.6% |
| 30D | +59.2% | -5.8% | +65.0% | +72.0% |
| 3M | +32.1% | -5.2% | +37.4% | +41.3% |
| 6M | +32.5% | +0.1% | +32.4% | +30.5% |
| YTD | +137.3% | +8.2% | +129.0% | +107.5% |
| 1Y | +49.1% | +10.1% | +39.0% | +27.1% |
| 3Y | -22.8% | +69.7% | -92.4% | -67.8% |
| 5Y | -96.6% | +53.4% | -150.0% | -98.2% |
| All | -98.1% | +142.3% | -240.5% | -99.5% |
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