+91.5%
DIV vs VT
+313.0%
-221.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | +1.4% | +1.0% | +0.4% | +0.6% |
| 3M | +6.3% | +2.4% | +3.9% | +4.0% |
| 6M | +4.9% | +12.0% | -7.1% | -4.2% |
| YTD | +19.2% | +15.3% | +3.9% | +6.4% |
| 1Y | +19.6% | +22.6% | -3.0% | +1.7% |
| 3Y | +44.3% | +74.7% | -30.3% | -7.4% |
| 5Y | +36.8% | +66.1% | -29.4% | -9.8% |
| 10Y | +53.5% | +225.0% | -171.5% | -39.7% |
| All | +91.5% | +313.0% | -221.5% | -36.5% |
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