+234.2%
DTM vs VT
+61.8%
+172.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -1.1% |
| 7D | -11.1% | -4.2% | -6.9% | -8.4% |
| 30D | -9.4% | -5.8% | -3.6% | -5.5% |
| 3M | -14.6% | -5.2% | -9.3% | -11.4% |
| 6M | -21.9% | +0.1% | -22.0% | -22.6% |
| YTD | -3.8% | +8.2% | -12.0% | -10.6% |
| 1Y | +4.8% | +10.1% | -5.3% | -3.9% |
| 3Y | +121.5% | +69.7% | +51.8% | +42.4% |
| 5Y | +184.4% | +53.4% | +131.1% | +95.2% |
| All | +234.2% | +61.8% | +172.4% | +119.2% |
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