+249.1%
DX vs VT
+356.1%
-107.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.8% | -1.6% | -3.2% | -3.9% |
| 30D | -4.2% | -2.5% | -1.7% | -2.8% |
| 3M | -14.6% | -1.3% | -13.3% | -14.0% |
| 6M | -16.8% | +3.1% | -19.9% | -18.3% |
| YTD | -14.2% | +10.9% | -25.2% | -19.0% |
| 1Y | -8.4% | +12.1% | -20.4% | -14.0% |
| 3Y | +46.1% | +73.9% | -27.8% | +8.4% |
| 5Y | +15.1% | +58.0% | -42.9% | -10.4% |
| 10Y | +75.1% | +225.5% | -150.4% | -1.0% |
| All | +249.1% | +356.1% | -107.0% | +71.7% |
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