+763.4%
DXPE vs VT
+374.2%
+389.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | -1.0% | +0.4% | -1.5% | -1.6% |
| 30D | +9.3% | +1.0% | +8.3% | +7.8% |
| 3M | +14.1% | +2.4% | +11.7% | +10.8% |
| 6M | +28.6% | +12.0% | +16.6% | +11.4% |
| YTD | +67.6% | +15.3% | +52.3% | +39.7% |
| 1Y | +46.2% | +22.6% | +23.7% | +13.1% |
| 3Y | +410.8% | +74.7% | +336.2% | +152.8% |
| 5Y | +533.0% | +66.1% | +466.8% | +227.5% |
| 10Y | +552.3% | +225.0% | +327.2% | +54.2% |
| All | +763.4% | +374.2% | +389.3% | +26.5% |
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