+223.0%
VT vs D
+35.0%
+188.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +1.0% | -3.6% | +4.5% | +2.0% |
| 3M | +2.4% | -1.0% | +3.4% | +2.5% |
| 6M | +12.0% | +6.3% | +5.7% | +9.6% |
| YTD | +15.3% | +14.7% | +0.6% | +10.2% |
| 1Y | +22.6% | +16.9% | +5.6% | +16.2% |
| 3Y | +74.7% | +56.8% | +17.9% | +48.2% |
| 5Y | +66.1% | +5.2% | +60.9% | +60.2% |
| All | +223.0% | +35.0% | +188.0% | +190.6% |
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