-94.0%
DXD vs VT
+224.5%
-318.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +0.4% | +0.1% | +1.5% |
| 30D | +3.9% | +1.0% | +2.9% | +5.9% |
| 3M | -6.0% | +2.4% | -8.4% | -0.9% |
| 6M | -15.9% | +12.0% | -27.9% | +6.7% |
| YTD | -17.9% | +15.3% | -33.3% | +10.7% |
| 1Y | -24.9% | +22.6% | -47.4% | +14.9% |
| 3Y | -52.5% | +74.7% | -127.2% | +59.1% |
| 5Y | -56.6% | +66.1% | -122.7% | +51.7% |
| All | -94.0% | +224.5% | -318.5% | +25.9% |
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