+16.5%
DX vs VT
+53.2%
-36.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +1.8% |
| 7D | -1.3% | -4.2% | +2.9% | +2.1% |
| 30D | +0.6% | -5.8% | +6.4% | +5.5% |
| 3M | -12.7% | -5.2% | -7.5% | -8.9% |
| 6M | -12.5% | +0.1% | -12.7% | -12.9% |
| YTD | -11.4% | +8.2% | -19.6% | -17.4% |
| 1Y | -6.4% | +10.1% | -16.5% | -14.0% |
| 3Y | +51.1% | +69.7% | -18.6% | -6.0% |
| 5Y | +16.5% | +53.4% | -36.8% | -24.3% |
| All | +16.5% | +53.2% | -36.6% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling