+569.6%
DXPE vs VT
+215.5%
+354.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.6% | +5.5% |
| 7D | -19.4% | -2.3% | -17.0% | -16.2% |
| 30D | -21.8% | -5.0% | -16.8% | -15.3% |
| 3M | -29.0% | -4.9% | -24.1% | -23.2% |
| 6M | -22.5% | -1.5% | -21.0% | -19.6% |
| YTD | +28.1% | +8.5% | +19.7% | +15.8% |
| 1Y | +40.2% | +11.4% | +28.8% | +22.4% |
| 3Y | +321.8% | +70.1% | +251.8% | +107.7% |
| 5Y | +298.2% | +53.7% | +244.5% | +124.1% |
| All | +569.6% | +215.5% | +354.1% | +25.1% |
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 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