+523.5%
DXPE vs VT
+345.0%
+178.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.1% | -4.1% | -12.0% | -10.6% |
| 7D | -24.6% | -4.2% | -20.5% | -19.9% |
| 30D | -30.7% | -5.8% | -24.9% | -24.4% |
| 3M | -21.1% | -5.2% | -15.8% | -14.7% |
| 6M | -25.9% | +0.1% | -26.0% | -25.0% |
| YTD | +21.0% | +8.2% | +12.8% | +10.6% |
| 1Y | +8.9% | +10.1% | -1.2% | -2.2% |
| 3Y | +289.5% | +69.7% | +219.9% | +101.9% |
| 5Y | +276.1% | +53.4% | +222.7% | +118.1% |
| 10Y | +538.2% | +219.2% | +319.0% | +56.1% |
| All | +523.5% | +345.0% | +178.5% | +0.1% |
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