+26.0%
DTW vs VT
+162.6%
-136.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.6% | +0.4% | -1.1% | -0.8% |
| 30D | -1.9% | +1.0% | -2.9% | -2.3% |
| 3M | -5.3% | +2.4% | -7.7% | -6.2% |
| 6M | -9.8% | +12.0% | -21.8% | -13.7% |
| YTD | -3.5% | +15.3% | -18.8% | -8.8% |
| 1Y | -9.2% | +22.6% | -31.8% | -16.2% |
| 3Y | -2.4% | +74.7% | -77.1% | -22.3% |
| 5Y | -0.4% | +66.1% | -66.6% | -19.8% |
| All | +26.0% | +162.6% | -136.6% | -20.7% |
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