+348.0%
VT vs DD
+267.1%
+80.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.2% | -2.6% |
| 7D | -4.2% | +3.1% | -7.3% | -5.5% |
| 30D | -5.8% | +8.7% | -14.5% | -9.1% |
| 3M | -5.2% | -1.2% | -4.0% | -5.2% |
| 6M | +0.1% | -1.1% | +1.2% | -0.2% |
| YTD | +8.2% | +21.7% | -13.4% | -1.3% |
| 1Y | +10.1% | +24.0% | -13.9% | -0.5% |
| 3Y | +69.7% | +75.6% | -6.0% | +29.2% |
| 5Y | +53.4% | +58.2% | -4.8% | +19.7% |
| 10Y | +219.2% | +88.0% | +131.2% | +112.0% |
| All | +348.0% | +267.1% | +80.9% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling