+377.4%
VT vs D
+201.5%
+176.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +1.0% | -3.6% | +4.5% | +2.6% |
| 3M | +2.4% | -1.0% | +3.4% | +2.6% |
| 6M | +12.0% | +6.3% | +5.7% | +8.1% |
| YTD | +15.3% | +14.7% | +0.6% | +7.2% |
| 1Y | +22.6% | +16.9% | +5.6% | +12.4% |
| 3Y | +74.7% | +56.8% | +17.9% | +34.1% |
| 5Y | +66.1% | +5.2% | +60.9% | +54.0% |
| 10Y | +225.0% | +35.9% | +189.1% | +135.4% |
| All | +377.4% | +201.5% | +176.0% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling