+377.4%
VT vs DD
+233.3%
+144.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +0.4% | -3.5% | +4.0% | +1.9% |
| 30D | +1.0% | -10.3% | +11.3% | +5.3% |
| 3M | +2.4% | -7.5% | +9.9% | +5.4% |
| 6M | +12.0% | -8.0% | +20.0% | +14.9% |
| YTD | +15.3% | +10.5% | +4.9% | +9.6% |
| 1Y | +22.6% | +38.3% | -15.7% | +5.8% |
| 3Y | +74.7% | +42.5% | +32.2% | +44.8% |
| 5Y | +66.1% | +60.2% | +6.0% | +28.8% |
| 10Y | +225.0% | +68.9% | +156.1% | +125.9% |
| All | +377.4% | +233.3% | +144.1% | +154.6% |
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