+61.2%
DVYE vs VT
+362.2%
-301.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +1.8% | +1.0% | +0.8% | +0.9% |
| 30D | +5.8% | -0.2% | +6.1% | +6.0% |
| 3M | +10.9% | +4.5% | +6.4% | +6.5% |
| 6M | +10.0% | +14.1% | -4.1% | -2.1% |
| YTD | +18.6% | +14.8% | +3.9% | +5.0% |
| 1Y | +27.1% | +21.2% | +6.0% | +7.3% |
| 3Y | +88.9% | +76.6% | +12.3% | +13.7% |
| 5Y | +37.4% | +66.6% | -29.2% | -13.9% |
| 10Y | +97.5% | +222.3% | -124.7% | -35.6% |
| All | +61.2% | +362.2% | -301.0% | -61.5% |
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