-100.0%
DVLT vs VT
+58.5%
-158.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | 0.0% | +2.9% | -2.9% | -2.5% |
| 30D | -53.8% | -2.5% | -51.3% | -52.9% |
| 3M | -80.6% | -3.3% | -77.3% | -80.2% |
| 6M | -89.3% | +1.5% | -90.8% | -89.4% |
| YTD | -90.8% | +11.4% | -102.1% | -91.3% |
| 1Y | -96.3% | +11.9% | -108.2% | -96.6% |
| 3Y | -99.7% | +73.9% | -173.6% | -99.8% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| All | -100.0% | +58.5% | -158.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling