+222.3%
VT vs DTE
+138.6%
+83.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | -0.2% | -1.9% | +1.6% | +0.4% |
| 3M | +4.5% | -3.3% | +7.9% | +5.6% |
| 6M | +14.1% | -7.1% | +21.2% | +16.7% |
| YTD | +14.8% | +8.1% | +6.7% | +10.5% |
| 1Y | +21.2% | +5.3% | +15.9% | +17.8% |
| 3Y | +76.6% | +48.2% | +28.4% | +47.4% |
| 5Y | +66.6% | +33.2% | +33.4% | +44.0% |
| 10Y | +222.3% | +137.5% | +84.8% | +118.6% |
| All | +222.3% | +138.6% | +83.7% | +118.6% |
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