+11.9%
DTW vs VT
+152.8%
-140.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.5% | +2.4% | -5.9% | -4.4% |
| 30D | -4.0% | -1.5% | -2.5% | -3.5% |
| 3M | -11.9% | -4.1% | -7.8% | -10.6% |
| 6M | -17.9% | +0.6% | -18.4% | -18.2% |
| YTD | -14.3% | +11.0% | -25.3% | -17.9% |
| 1Y | -16.6% | +13.3% | -30.0% | -20.8% |
| 3Y | -9.3% | +73.4% | -82.7% | -27.6% |
| 5Y | -12.1% | +57.4% | -69.5% | -27.7% |
| All | +11.9% | +152.8% | -140.9% | -28.6% |
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 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