+160.8%
DY vs VT
+215.5%
-54.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.3% |
| 7D | -8.9% | -2.3% | -6.5% | -5.4% |
| 30D | -26.5% | -5.0% | -21.6% | -20.4% |
| 3M | -48.1% | -4.9% | -43.2% | -43.8% |
| 6M | -54.7% | -1.5% | -53.1% | -53.3% |
| YTD | -38.6% | +8.5% | -47.1% | -45.3% |
| 1Y | -26.7% | +11.4% | -38.0% | -37.1% |
| 3Y | +148.9% | +70.1% | +78.8% | +9.5% |
| 5Y | +147.1% | +53.7% | +93.3% | +27.9% |
| All | +160.8% | +215.5% | -54.7% | -53.9% |
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