-12.2%
DTW vs VT
+57.0%
-69.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.5% | +2.4% | -5.9% | -4.3% |
| 30D | -4.0% | -1.5% | -2.5% | -3.6% |
| 3M | -11.9% | -4.1% | -7.8% | -10.7% |
| 6M | -17.9% | +0.6% | -18.4% | -18.1% |
| YTD | -14.3% | +11.0% | -25.3% | -17.5% |
| 1Y | -16.6% | +13.3% | -30.0% | -20.3% |
| 3Y | -9.3% | +73.4% | -82.7% | -26.3% |
| All | -12.2% | +57.0% | -69.2% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling