-93.6%
DXD vs VT
+215.5%
-309.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.3% |
| 7D | +1.5% | -2.3% | +3.8% | -2.4% |
| 30D | -0.3% | -5.0% | +4.6% | -8.8% |
| 3M | +11.2% | -4.9% | +16.1% | +2.2% |
| 6M | -4.1% | -1.5% | -2.5% | -5.0% |
| YTD | -10.6% | +8.5% | -19.1% | +8.6% |
| 1Y | -14.4% | +11.4% | -25.8% | +9.8% |
| 3Y | -51.2% | +70.1% | -121.2% | +56.9% |
| 5Y | -49.5% | +53.7% | -103.2% | +52.6% |
| All | -93.6% | +215.5% | -309.2% | +17.0% |
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