+377.4%
VT vs DTE
+631.5%
-254.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +0.4% | +0.2% | +0.3% | +0.4% |
| 30D | +1.0% | -2.6% | +3.5% | +2.3% |
| 3M | +2.4% | -3.9% | +6.3% | +4.1% |
| 6M | +12.0% | -7.9% | +19.9% | +16.0% |
| YTD | +15.3% | +7.2% | +8.2% | +10.1% |
| 1Y | +22.6% | +3.1% | +19.5% | +19.2% |
| 3Y | +74.7% | +47.6% | +27.1% | +36.9% |
| 5Y | +66.1% | +32.7% | +33.4% | +35.7% |
| 10Y | +225.0% | +138.8% | +86.3% | +70.4% |
| All | +377.4% | +631.5% | -254.0% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling