+954.4%
VTI vs DD
+366.8%
+587.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.6% | -0.6% | +1.2% | +0.9% |
| 30D | -1.1% | -7.4% | +6.3% | +1.8% |
| 3M | +3.9% | -6.4% | +10.3% | +6.3% |
| 6M | +14.6% | -2.5% | +17.1% | +14.8% |
| YTD | +13.3% | +10.2% | +3.1% | +7.7% |
| 1Y | +19.2% | +36.9% | -17.8% | +3.5% |
| 3Y | +77.4% | +47.0% | +30.4% | +46.1% |
| 5Y | +74.0% | +63.1% | +10.9% | +35.3% |
| 10Y | +294.6% | +68.2% | +226.4% | +180.7% |
| All | +954.4% | +366.8% | +587.6% | +314.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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