+135.0%
VT vs DT
+70.4%
+64.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.3% | -24.7% | +22.4% | +3.2% |
| 30D | -5.0% | -27.4% | +22.4% | +1.1% |
| 3M | -4.9% | -11.1% | +6.2% | -3.2% |
| 6M | -1.5% | +13.7% | -15.2% | -5.8% |
| YTD | +8.5% | +0.2% | +8.3% | +5.9% |
| 1Y | +11.4% | -5.7% | +17.1% | +10.1% |
| 3Y | +70.1% | -8.1% | +78.2% | +66.3% |
| 5Y | +53.7% | -43.1% | +96.8% | +59.9% |
| All | +135.0% | +70.4% | +64.6% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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