+348.0%
VT vs DAR
+204.1%
+143.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.3% |
| 7D | -4.2% | -8.1% | +3.9% | -2.1% |
| 30D | -5.8% | -17.1% | +11.3% | -1.2% |
| 3M | -5.2% | -12.3% | +7.0% | -2.6% |
| 6M | +0.1% | -21.8% | +21.9% | +5.8% |
| YTD | +8.2% | +40.8% | -32.6% | -2.8% |
| 1Y | +10.1% | +57.4% | -47.2% | -4.3% |
| 3Y | +69.7% | +12.1% | +57.5% | +54.3% |
| 5Y | +53.4% | -40.2% | +93.6% | +60.7% |
| 10Y | +219.2% | +280.1% | -60.8% | +80.7% |
| All | +348.0% | +204.1% | +143.9% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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