+221.8%
VT vs DD
+97.1%
+124.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +2.4% | +5.0% | -2.6% | +0.5% |
| 30D | -1.5% | +19.7% | -21.2% | -8.0% |
| 3M | -4.1% | +7.2% | -11.3% | -6.9% |
| 6M | +0.6% | +1.0% | -0.5% | -0.4% |
| YTD | +11.0% | +29.1% | -18.1% | -0.3% |
| 1Y | +13.3% | +28.5% | -15.1% | +1.9% |
| 3Y | +73.4% | +89.4% | -16.1% | +30.6% |
| 5Y | +57.4% | +67.1% | -9.7% | +22.0% |
| All | +221.8% | +97.1% | +124.7% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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