-93.7%
DXD vs VT
+214.8%
-308.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.1% | +11.1% | -0.6% |
| 7D | +3.0% | -4.2% | +7.1% | -4.4% |
| 30D | +0.2% | -5.8% | +6.0% | -9.9% |
| 3M | +12.2% | -5.2% | +17.4% | +2.4% |
| 6M | -7.2% | +0.1% | -7.3% | -5.0% |
| YTD | -11.4% | +8.2% | -19.6% | +7.1% |
| 1Y | -13.7% | +10.1% | -23.9% | +8.3% |
| 3Y | -51.7% | +69.7% | -121.4% | +54.4% |
| 5Y | -50.0% | +53.4% | -103.3% | +50.6% |
| All | -93.7% | +214.8% | -308.5% | +15.5% |
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 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