+223.7%
DDIV vs VT
+253.8%
-30.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.1% | +0.4% | -0.5% | -0.5% |
| 30D | -2.4% | +1.0% | -3.4% | -3.3% |
| 3M | +3.4% | +2.4% | +1.0% | +0.8% |
| 6M | +9.4% | +12.0% | -2.6% | -1.9% |
| YTD | +12.2% | +15.3% | -3.1% | -2.1% |
| 1Y | +19.5% | +22.6% | -3.1% | -1.5% |
| 3Y | +70.6% | +74.7% | -4.1% | +1.5% |
| 5Y | +67.6% | +66.1% | +1.5% | +4.3% |
| 10Y | +171.5% | +225.0% | -53.5% | -1.0% |
| All | +223.7% | +253.8% | -30.1% | +10.9% |
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