+248.1%
DTM vs VT
+68.7%
+179.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -5.3% |
| 7D | -5.8% | -0.3% | -5.5% | -5.6% |
| 30D | -3.7% | -1.4% | -2.3% | -2.8% |
| 3M | -12.2% | -1.4% | -10.8% | -11.5% |
| 6M | -18.9% | +5.5% | -24.4% | -22.7% |
| YTD | +0.2% | +12.8% | -12.6% | -9.6% |
| 1Y | +9.6% | +15.4% | -5.9% | -2.9% |
| 3Y | +130.7% | +76.9% | +53.9% | +44.0% |
| 5Y | +202.9% | +60.4% | +142.5% | +101.1% |
| All | +248.1% | +68.7% | +179.4% | +121.6% |
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