+219.2%
VT vs DKS
+237.0%
-17.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.7% |
| 7D | -0.1% | +9.4% | -9.6% | -1.6% |
| 30D | -3.1% | +9.8% | -12.8% | -4.7% |
| 3M | -3.5% | -29.3% | +25.8% | +0.8% |
| 6M | +0.5% | -32.6% | +33.0% | +5.5% |
| YTD | +10.8% | -22.6% | +33.4% | +13.2% |
| 1Y | +11.9% | -29.8% | +41.7% | +16.2% |
| 3Y | +73.0% | +43.2% | +29.8% | +54.5% |
| 5Y | +58.6% | +29.8% | +28.8% | +38.8% |
| 10Y | +219.2% | +236.7% | -17.5% | +105.8% |
| All | +219.2% | +237.0% | -17.8% | +105.8% |
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