-99.5%
DXD vs VT
+374.2%
-473.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +0.4% | +0.1% | +1.4% |
| 30D | +3.9% | +1.0% | +2.9% | +5.7% |
| 3M | -6.0% | +2.4% | -8.4% | -1.5% |
| 6M | -15.9% | +12.0% | -27.9% | +3.8% |
| YTD | -17.9% | +15.3% | -33.3% | +6.9% |
| 1Y | -24.9% | +22.6% | -47.4% | +9.2% |
| 3Y | -52.5% | +74.7% | -127.2% | +36.7% |
| 5Y | -56.6% | +66.1% | -122.7% | +33.5% |
| 10Y | -94.1% | +225.0% | -319.1% | -14.4% |
| All | -99.5% | +374.2% | -473.7% | -69.5% |
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 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