+74.0%
VTI vs DT
-27.8%
+101.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -2.0% | -2.5% | +0.5% | -1.5% |
| 30D | -1.9% | +3.5% | -5.5% | -2.8% |
| 3M | +4.5% | +26.7% | -22.2% | -1.5% |
| 6M | +12.6% | +36.1% | -23.6% | +3.3% |
| YTD | +12.0% | +18.6% | -6.6% | +5.9% |
| 1Y | +17.3% | +7.9% | +9.5% | +13.4% |
| 3Y | +75.3% | +8.6% | +66.8% | +66.1% |
| 5Y | +74.0% | -26.7% | +100.7% | +65.0% |
| All | +74.0% | -27.8% | +101.8% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling