+110.2%
DVOL vs VT
+157.8%
-47.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.5% |
| 7D | +3.1% | -0.3% | +3.4% | +3.3% |
| 30D | +4.4% | -1.4% | +5.9% | +5.5% |
| 3M | -2.2% | -1.4% | -0.8% | -1.3% |
| 6M | +1.5% | +5.5% | -4.0% | -2.9% |
| YTD | +6.5% | +12.8% | -6.3% | -3.2% |
| 1Y | +8.5% | +15.4% | -6.9% | -3.2% |
| 3Y | +47.7% | +76.9% | -29.1% | -5.5% |
| 5Y | +30.0% | +60.4% | -30.4% | -10.8% |
| All | +110.2% | +157.8% | -47.6% | -5.7% |
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