-62.4%
DV vs VT
+68.6%
-131.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +4.8% |
| 7D | -0.2% | -4.2% | +4.0% | +4.7% |
| 30D | +0.4% | -5.8% | +6.2% | +7.6% |
| 3M | +12.9% | -5.2% | +18.2% | +20.0% |
| 6M | +18.2% | +0.1% | +18.0% | +15.9% |
| YTD | +18.4% | +8.2% | +10.1% | +4.2% |
| 1Y | +21.4% | +10.1% | +11.3% | +4.3% |
| 3Y | -53.9% | +69.7% | -123.6% | -79.2% |
| 5Y | -59.2% | +53.4% | -112.6% | -77.6% |
| All | -62.4% | +68.6% | -131.0% | -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 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