-99.4%
DXD vs VT
+345.0%
-444.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.1% | +11.1% | +0.3% |
| 7D | +3.0% | -4.2% | +7.1% | -3.5% |
| 30D | +0.2% | -5.8% | +6.0% | -8.6% |
| 3M | +12.2% | -5.2% | +17.4% | +3.7% |
| 6M | -7.2% | +0.1% | -7.3% | -5.1% |
| YTD | -11.4% | +8.2% | -19.6% | +4.9% |
| 1Y | -13.7% | +10.1% | -23.9% | +5.5% |
| 3Y | -51.7% | +69.7% | -121.4% | +32.9% |
| 5Y | -50.0% | +53.4% | -103.3% | +35.3% |
| 10Y | -93.9% | +219.2% | -313.2% | -15.3% |
| All | -99.4% | +345.0% | -444.4% | -70.1% |
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