+219.8%
VT vs DTE
+138.9%
+80.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.7% |
| 7D | +0.4% | +1.8% | -1.5% | -0.3% |
| 30D | -2.6% | +9.0% | -11.6% | -5.7% |
| 3M | -3.2% | -0.2% | -3.1% | -3.3% |
| 6M | +0.9% | +0.1% | +0.9% | +0.5% |
| YTD | +11.3% | +10.0% | +1.3% | +6.5% |
| 1Y | +14.0% | +4.7% | +9.3% | +11.1% |
| 3Y | +75.8% | +55.7% | +20.2% | +44.0% |
| 5Y | +57.8% | +45.1% | +12.7% | +31.6% |
| 10Y | +219.8% | +145.1% | +74.7% | +121.1% |
| All | +219.8% | +138.9% | +80.9% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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