+104.4%
DVOL vs VT
+147.3%
-42.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | +0.2% |
| 7D | -1.4% | -4.2% | +2.7% | +1.7% |
| 30D | +1.3% | -5.8% | +7.1% | +5.7% |
| 3M | -5.1% | -5.2% | +0.1% | -1.4% |
| 6M | -1.7% | +0.1% | -1.8% | -2.3% |
| YTD | +3.6% | +8.2% | -4.6% | -3.0% |
| 1Y | +5.1% | +10.1% | -5.0% | -2.9% |
| 3Y | +43.7% | +69.7% | -26.0% | -5.3% |
| 5Y | +26.7% | +53.4% | -26.7% | -10.1% |
| All | +104.4% | +147.3% | -42.9% | -5.5% |
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