-94.6%
DULL vs VT
+83.2%
-177.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.4% | +7.4% |
| 7D | -9.3% | -0.1% | -9.2% | -9.1% |
| 30D | +9.6% | -3.1% | +12.7% | +6.7% |
| 3M | +19.7% | -3.5% | +23.2% | +16.7% |
| 6M | +38.6% | +0.5% | +38.1% | +43.0% |
| YTD | -18.4% | +10.8% | -29.2% | -7.3% |
| 1Y | -30.0% | +11.9% | -41.9% | -20.0% |
| 3Y | -93.7% | +73.0% | -166.6% | -91.4% |
| All | -94.6% | +83.2% | -177.8% | -93.3% |
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