+84.1%
DIVZ vs VT
+87.8%
-3.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +0.5% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +4.9% | -1.4% | +6.3% | +5.7% |
| 3M | +0.6% | -1.4% | +2.0% | +1.3% |
| 6M | +4.6% | +5.5% | -0.9% | +1.0% |
| YTD | +8.0% | +12.8% | -4.9% | 0.0% |
| 1Y | +12.8% | +15.4% | -2.6% | +3.0% |
| 3Y | +57.3% | +76.9% | -19.6% | +9.6% |
| 5Y | +57.8% | +60.4% | -2.6% | +15.2% |
| All | +84.1% | +87.8% | -3.8% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling