+144.4%
VT vs DT
+83.5%
+60.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -0.3% | -25.5% | +25.2% | +5.5% |
| 30D | -1.4% | -22.3% | +20.9% | +3.4% |
| 3M | -1.4% | +2.3% | -3.7% | -2.8% |
| 6M | +5.5% | +20.7% | -15.3% | -0.3% |
| YTD | +12.8% | +7.9% | +4.9% | +8.5% |
| 1Y | +15.4% | -5.7% | +21.2% | +14.3% |
| 3Y | +76.9% | -1.8% | +78.7% | +70.6% |
| 5Y | +60.4% | -39.7% | +100.1% | +64.9% |
| All | +144.4% | +83.5% | +60.9% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling