+222.7%
VT vs DKS
+217.6%
+5.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.2% |
| 7D | +2.9% | +3.3% | -0.4% | +2.3% |
| 30D | -2.5% | +5.9% | -8.4% | -3.6% |
| 3M | -3.3% | -27.4% | +24.1% | +0.5% |
| 6M | +1.5% | -32.6% | +34.1% | +6.6% |
| YTD | +11.4% | -24.8% | +36.2% | +14.3% |
| 1Y | +11.9% | -32.8% | +44.7% | +17.1% |
| 3Y | +73.9% | +39.1% | +34.8% | +56.1% |
| 5Y | +57.9% | +25.0% | +32.9% | +39.0% |
| All | +222.7% | +217.6% | +5.1% | +109.5% |
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