-100.0%
DVLT vs VT
+136.5%
-236.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.7% | +0.2% | +16.4% | +16.5% |
| 7D | 0.0% | -2.3% | +2.3% | +2.5% |
| 30D | -53.3% | -5.0% | -48.4% | -51.1% |
| 3M | -78.1% | -4.9% | -73.2% | -77.2% |
| 6M | -86.5% | -1.5% | -85.0% | -86.3% |
| YTD | -89.2% | +8.5% | -97.7% | -89.7% |
| 1Y | -94.9% | +11.4% | -106.2% | -95.2% |
| 3Y | -99.7% | +70.1% | -169.7% | -99.8% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +136.5% | -236.5% | -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 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