+213.7%
VT vs D
+42.6%
+171.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -2.3% | +3.0% | -5.3% | -3.1% |
| 30D | -5.0% | +11.5% | -16.4% | -7.9% |
| 3M | -4.9% | +3.7% | -8.6% | -6.0% |
| 6M | -1.5% | +13.5% | -15.1% | -5.5% |
| YTD | +8.5% | +20.7% | -12.2% | +2.1% |
| 1Y | +11.4% | +18.2% | -6.9% | +5.3% |
| 3Y | +70.1% | +73.3% | -3.2% | +40.2% |
| 5Y | +53.7% | +12.3% | +41.5% | +45.4% |
| All | +213.7% | +42.6% | +171.1% | +181.5% |
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