+1,799.1%
DY vs VT
+368.9%
+1,430.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +2.6% |
| 7D | +2.4% | -1.1% | +3.5% | +4.1% |
| 30D | -25.0% | -1.0% | -24.1% | -24.0% |
| 3M | -33.8% | +3.2% | -37.0% | -36.5% |
| 6M | -16.2% | +12.5% | -28.7% | -28.6% |
| YTD | -9.0% | +14.1% | -23.1% | -23.8% |
| 1Y | +18.8% | +18.9% | -0.1% | -6.0% |
| 3Y | +211.2% | +74.1% | +137.1% | +42.6% |
| 5Y | +342.1% | +66.9% | +275.3% | +113.9% |
| 10Y | +276.6% | +228.3% | +48.3% | -20.3% |
| All | +1,799.1% | +368.9% | +1,430.2% | +131.1% |
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