-79.5%
DYAI vs VT
+215.5%
-295.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -10.5% | -2.3% | -8.2% | -8.8% |
| 30D | -26.1% | -5.0% | -21.1% | -23.2% |
| 3M | -66.7% | -4.9% | -61.8% | -65.4% |
| 6M | -55.3% | -1.5% | -53.7% | -54.9% |
| YTD | -63.8% | +8.5% | -72.3% | -66.1% |
| 1Y | -65.3% | +11.4% | -76.7% | -68.1% |
| 3Y | -79.6% | +70.1% | -149.7% | -86.5% |
| 5Y | -91.7% | +53.7% | -145.5% | -94.1% |
| All | -79.5% | +215.5% | -295.0% | -88.1% |
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 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