+15.9%
DTW vs VT
+147.0%
-131.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.2% | -2.3% | +3.6% | +2.1% |
| 30D | -2.0% | -5.0% | +2.9% | -0.2% |
| 3M | -9.2% | -4.9% | -4.3% | -7.5% |
| 6M | -15.2% | -1.5% | -13.6% | -14.8% |
| YTD | -11.2% | +8.5% | -19.6% | -14.1% |
| 1Y | -13.7% | +11.4% | -25.1% | -17.5% |
| 3Y | -6.3% | +70.1% | -76.3% | -24.7% |
| 5Y | -9.2% | +53.7% | -62.9% | -24.7% |
| All | +15.9% | +147.0% | -131.0% | -25.4% |
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