+37.3%
DYTA vs VT
+78.0%
-40.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -2.1% | -2.3% | +0.2% | -0.6% |
| 30D | -5.0% | -5.0% | -0.1% | -1.8% |
| 3M | -4.5% | -4.9% | +0.3% | -1.4% |
| 6M | -1.5% | -1.5% | +0.1% | -0.5% |
| YTD | +3.9% | +8.5% | -4.5% | -1.2% |
| 1Y | +6.2% | +11.4% | -5.2% | -0.7% |
| 3Y | +36.7% | +70.1% | -33.3% | -4.4% |
| All | +37.3% | +78.0% | -40.7% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling