+139.9%
VT vs DT
+70.5%
+69.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.1% | -7.5% | +7.4% | +1.5% |
| 30D | -3.1% | -31.5% | +28.5% | +4.4% |
| 3M | -3.5% | -14.0% | +10.5% | -1.1% |
| 6M | +0.5% | +6.9% | -6.4% | -2.5% |
| YTD | +10.8% | +0.3% | +10.4% | +8.1% |
| 1Y | +11.9% | -6.9% | +18.8% | +11.0% |
| 3Y | +73.0% | -13.9% | +86.9% | +71.7% |
| 5Y | +58.6% | -39.9% | +98.5% | +63.0% |
| All | +139.9% | +70.5% | +69.4% | +79.5% |
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