+134.4%
VT vs DT
+71.4%
+63.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.6% | +2.5% | -2.7% |
| 7D | -4.2% | -28.3% | +24.2% | +2.3% |
| 30D | -5.8% | -28.4% | +22.6% | +0.5% |
| 3M | -5.2% | -14.1% | +8.8% | -2.9% |
| 6M | +0.1% | +13.2% | -13.0% | -4.1% |
| YTD | +8.2% | +0.8% | +7.4% | +5.5% |
| 1Y | +10.1% | -7.8% | +17.9% | +9.5% |
| 3Y | +69.7% | -8.3% | +78.0% | +66.0% |
| 5Y | +53.4% | -42.7% | +96.1% | +59.3% |
| All | +134.4% | +71.4% | +63.1% | +75.2% |
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