+57.5%
VT vs DD
+67.2%
-9.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 3M | -4.1% | +7.2% | -11.3% | -6.8% |
| 6M | +0.6% | +1.0% | -0.5% | -0.4% |
| YTD | +11.0% | +29.1% | -18.1% | -0.4% |
| 1Y | +13.3% | +28.5% | -15.1% | +1.8% |
| 3Y | +73.4% | +89.4% | -16.1% | +28.4% |
| All | +57.5% | +67.2% | -9.7% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling