+250.9%
DY vs VT
+224.5%
+26.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.0% | +0.4% | +1.6% | +1.3% |
| 30D | -26.5% | +1.0% | -27.5% | -27.6% |
| 3M | -38.5% | +2.4% | -40.9% | -40.5% |
| 6M | -22.4% | +12.0% | -34.4% | -34.3% |
| YTD | -11.1% | +15.3% | -26.5% | -28.1% |
| 1Y | +18.2% | +22.6% | -4.4% | -12.6% |
| 3Y | +197.9% | +74.7% | +123.2% | +25.7% |
| 5Y | +324.8% | +66.1% | +258.7% | +94.5% |
| All | +250.9% | +224.5% | +26.4% | -39.5% |
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 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