+213.0%
VT vs D
+44.7%
+168.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -4.2% | +6.9% | -11.1% | -6.0% |
| 30D | -5.8% | +12.3% | -18.1% | -8.9% |
| 3M | -5.2% | +3.0% | -8.3% | -6.2% |
| 6M | +0.1% | +12.8% | -12.7% | -3.7% |
| YTD | +8.2% | +22.6% | -14.3% | +1.4% |
| 1Y | +10.1% | +21.7% | -11.5% | +3.3% |
| 3Y | +69.7% | +83.9% | -14.3% | +37.2% |
| 5Y | +53.4% | +14.0% | +39.4% | +44.5% |
| All | +213.0% | +44.7% | +168.2% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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