+212.3%
DDIV vs VT
+232.0%
-19.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | +1.0% |
| 7D | -2.6% | -4.2% | +1.6% | +1.2% |
| 30D | -0.9% | -5.8% | +4.9% | +4.5% |
| 3M | -5.8% | -5.2% | -0.6% | -1.3% |
| 6M | -1.2% | +0.1% | -1.3% | -2.0% |
| YTD | +8.3% | +8.2% | +0.1% | 0.0% |
| 1Y | +14.9% | +10.1% | +4.8% | +4.4% |
| 3Y | +69.4% | +69.7% | -0.3% | +3.4% |
| 5Y | +49.3% | +53.4% | -4.1% | -0.3% |
| 10Y | +175.1% | +219.2% | -44.2% | +3.3% |
| All | +212.3% | +232.0% | -19.8% | +13.2% |
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