-94.8%
DULL vs VT
+79.0%
-173.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -7.3% |
| 7D | -7.0% | -4.2% | -2.8% | -11.1% |
| 30D | +2.7% | -5.8% | +8.5% | -3.4% |
| 3M | +3.8% | -5.2% | +9.1% | -1.1% |
| 6M | +18.3% | +0.1% | +18.1% | +20.9% |
| YTD | -21.8% | +8.2% | -30.0% | -13.6% |
| 1Y | -39.1% | +10.1% | -49.3% | -32.0% |
| 3Y | -93.4% | +69.7% | -163.0% | -91.3% |
| All | -94.8% | +79.0% | -173.8% | -93.8% |
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