-94.7%
DULL vs VT
+79.4%
-174.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.6% |
| 7D | -13.8% | -2.3% | -11.5% | -15.9% |
| 30D | +0.2% | -5.0% | +5.2% | -4.8% |
| 3M | +6.1% | -4.9% | +10.9% | +1.5% |
| 6M | +33.6% | -1.5% | +35.1% | +34.4% |
| YTD | -19.9% | +8.5% | -28.4% | -11.3% |
| 1Y | -38.0% | +11.4% | -49.4% | -30.3% |
| 3Y | -93.4% | +70.1% | -163.4% | -91.2% |
| All | -94.7% | +79.4% | -174.1% | -93.6% |
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 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