-62.3%
DV vs VT
+69.0%
-131.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +2.6% |
| 30D | +0.4% | -5.0% | +5.4% | +6.4% |
| 3M | +15.8% | -4.9% | +20.7% | +22.4% |
| 6M | +21.6% | -1.5% | +23.2% | +22.1% |
| YTD | +18.5% | +8.5% | +10.0% | +4.1% |
| 1Y | +23.6% | +11.4% | +12.2% | +4.6% |
| 3Y | -53.1% | +70.1% | -123.2% | -78.9% |
| 5Y | -59.1% | +53.7% | -112.8% | -77.6% |
| All | -62.3% | +69.0% | -131.3% | -81.1% |
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