+484.0%
V vs DTE
+152.1%
+331.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.9% | +3.4% | -2.5% | -0.6% |
| 30D | +9.0% | +8.9% | +0.1% | +4.9% |
| 3M | +16.7% | +1.1% | +15.7% | +16.0% |
| 6M | +33.4% | +0.1% | +33.3% | +32.9% |
| YTD | +22.4% | +11.1% | +11.3% | +15.5% |
| 1Y | +27.7% | +4.9% | +22.7% | +23.7% |
| 3Y | +78.0% | +58.6% | +19.4% | +39.7% |
| 5Y | +108.5% | +47.3% | +61.2% | +66.5% |
| All | +484.0% | +152.1% | +331.9% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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