+297.8%
VTI vs DTE
+137.8%
+159.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -0.9% | -2.6% | +1.7% | +0.1% |
| 30D | -1.4% | -4.4% | +3.0% | +0.3% |
| 3M | +3.6% | -8.3% | +11.9% | +6.9% |
| 6M | +13.6% | -8.1% | +21.7% | +16.8% |
| YTD | +12.9% | +4.4% | +8.5% | +10.0% |
| 1Y | +17.2% | +0.2% | +17.0% | +16.0% |
| 3Y | +75.7% | +42.6% | +33.1% | +47.3% |
| 5Y | +75.4% | +31.5% | +44.0% | +51.0% |
| All | +297.8% | +137.8% | +159.9% | +174.8% |
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