+101.9%
DVYE vs VT
+229.8%
-127.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | -0.2% | -1.1% | +0.9% | +0.7% |
| 30D | +5.9% | -1.0% | +6.9% | +6.8% |
| 3M | +7.5% | +3.2% | +4.3% | +4.7% |
| 6M | +7.5% | +12.5% | -4.9% | -2.5% |
| YTD | +18.2% | +14.1% | +4.1% | +5.9% |
| 1Y | +24.9% | +18.9% | +6.0% | +8.1% |
| 3Y | +87.3% | +74.1% | +13.2% | +17.5% |
| 5Y | +36.9% | +66.9% | -30.0% | -11.6% |
| All | +101.9% | +229.8% | -127.9% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling