-52.9%
DXD vs VT
+59.8%
-112.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | +0.9% |
| 7D | +2.9% | -0.7% | +3.6% | +2.3% |
| 30D | -2.6% | -1.7% | -0.9% | -4.6% |
| 3M | +5.5% | -2.3% | +7.8% | +2.8% |
| 6M | -9.4% | +1.5% | -10.9% | -5.2% |
| YTD | -14.8% | +12.0% | -26.9% | +6.9% |
| 1Y | -15.0% | +12.9% | -27.9% | +8.5% |
| 3Y | -53.0% | +74.9% | -127.9% | +35.7% |
| 5Y | -52.9% | +59.9% | -112.8% | +34.7% |
| All | -52.9% | +59.8% | -112.6% | +34.7% |
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 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