-100.0%
DVLT vs VT
+151.5%
-251.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.9% | 0.0% | -25.9% | -25.9% |
| 7D | -28.6% | +0.4% | -29.0% | -28.9% |
| 30D | -28.6% | +1.0% | -29.5% | -29.4% |
| 3M | -57.4% | +2.4% | -59.8% | -58.3% |
| 6M | -71.8% | +12.0% | -83.8% | -74.2% |
| YTD | -69.2% | +15.3% | -84.6% | -72.3% |
| 1Y | -31.0% | +22.6% | -53.6% | -40.4% |
| 3Y | -99.8% | +74.7% | -174.5% | -99.9% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +151.5% | -251.5% | -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