+212.1%
DDIV vs VT
+232.8%
-20.7%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.3% |
| 7D | -2.0% | -2.3% | +0.3% | 0.0% |
| 30D | 0.0% | -5.0% | +4.9% | +4.6% |
| 3M | -4.9% | -4.9% | 0.0% | -0.6% |
| 6M | -0.6% | -1.5% | +0.9% | +0.2% |
| YTD | +8.2% | +8.5% | -0.2% | -0.3% |
| 1Y | +15.2% | +11.4% | +3.8% | +3.6% |
| 3Y | +70.9% | +70.1% | +0.9% | +4.1% |
| 5Y | +49.2% | +53.7% | -4.5% | -0.5% |
| 10Y | +174.9% | +220.0% | -45.0% | +3.1% |
| All | +212.1% | +232.8% | -20.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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