+1,090.8%
DY vs VT
+345.0%
+745.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.1% | -3.4% |
| 7D | -19.6% | -4.2% | -15.4% | -14.4% |
| 30D | -33.6% | -5.8% | -27.8% | -27.6% |
| 3M | -52.8% | -5.2% | -47.6% | -49.0% |
| 6M | -57.8% | +0.1% | -58.0% | -57.7% |
| YTD | -42.9% | +8.2% | -51.2% | -48.4% |
| 1Y | -33.6% | +10.1% | -43.7% | -41.3% |
| 3Y | +128.4% | +69.7% | +58.8% | +9.0% |
| 5Y | +129.5% | +53.4% | +76.2% | +25.4% |
| 10Y | +142.8% | +219.2% | -76.4% | -46.3% |
| All | +1,090.8% | +345.0% | +745.8% | +56.4% |
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