+0.1%
VT vs DT
+12.2%
-12.1%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.6% | +2.5% | -3.8% |
| 7D | -4.2% | -28.3% | +24.2% | -3.3% |
| 30D | -5.8% | -28.4% | +22.6% | -4.9% |
| 3M | -5.2% | -14.1% | +8.8% | -4.4% |
| 6M | +0.1% | +13.2% | -13.0% | +1.4% |
| All | +0.1% | +12.2% | -12.1% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling