+374.9%
V vs DTE
+141.0%
+234.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.5% |
| 7D | -3.0% | -2.0% | -1.1% | -2.2% |
| 30D | +1.2% | -2.4% | +3.6% | +2.2% |
| 3M | +13.9% | -7.3% | +21.2% | +17.6% |
| 6M | +17.2% | -7.6% | +24.9% | +20.9% |
| YTD | +5.3% | +5.8% | -0.5% | +1.7% |
| 1Y | +9.5% | +2.3% | +7.1% | +7.2% |
| 3Y | +51.9% | +45.0% | +6.9% | +24.3% |
| 5Y | +69.6% | +33.2% | +36.4% | +42.6% |
| All | +374.9% | +141.0% | +234.0% | +213.9% |
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