+377.4%
VT vs DKS
+923.1%
-545.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.4% | +3.0% | -2.6% | -0.2% |
| 30D | +1.0% | -30.5% | +31.5% | +7.8% |
| 3M | +2.4% | -35.7% | +38.1% | +11.0% |
| 6M | +12.0% | -29.7% | +41.7% | +18.5% |
| YTD | +15.3% | -28.9% | +44.2% | +21.4% |
| 1Y | +22.6% | -35.9% | +58.5% | +31.6% |
| 3Y | +74.7% | +28.2% | +46.5% | +53.0% |
| 5Y | +66.1% | +11.8% | +54.3% | +42.9% |
| 10Y | +225.0% | +211.6% | +13.4% | +89.4% |
| All | +377.4% | +923.1% | -545.6% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling