-95.8%
DULL vs VT
+90.7%
-186.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.0% | +0.4% | +0.5% | +1.6% |
| 30D | -14.7% | +1.0% | -15.7% | -13.5% |
| 3M | -6.5% | +2.4% | -8.9% | -2.3% |
| 6M | +29.2% | +12.0% | +17.2% | +48.5% |
| YTD | -35.7% | +15.3% | -51.1% | -24.5% |
| 1Y | -66.8% | +22.6% | -89.4% | -59.6% |
| 3Y | -94.9% | +74.7% | -169.6% | -92.9% |
| All | -95.8% | +90.7% | -186.5% | -94.6% |
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