+69.7%
VT vs DD
+76.0%
-6.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.2% | -3.0% |
| 7D | -4.2% | +3.1% | -7.3% | -5.1% |
| 30D | -5.8% | +8.7% | -14.5% | -8.3% |
| 3M | -5.2% | -1.2% | -4.0% | -5.1% |
| 6M | +0.1% | -1.1% | +1.2% | 0.0% |
| YTD | +8.2% | +21.7% | -13.4% | +1.0% |
| 1Y | +10.1% | +24.0% | -13.9% | +2.1% |
| All | +69.7% | +76.0% | -6.3% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling