+224.6%
VT vs DKS
+235.2%
-10.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -1.7% | +8.9% | -10.6% | -3.3% |
| 3M | -2.3% | -26.4% | +24.0% | +1.4% |
| 6M | +1.5% | -31.1% | +32.6% | +6.2% |
| YTD | +12.0% | -22.8% | +34.8% | +14.6% |
| 1Y | +12.9% | -29.5% | +42.4% | +17.1% |
| 3Y | +74.9% | +42.8% | +32.1% | +56.4% |
| 5Y | +59.9% | +29.2% | +30.7% | +40.1% |
| 10Y | +224.6% | +235.0% | -10.3% | +109.4% |
| All | +224.6% | +235.2% | -10.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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