+82.1%
DIVZ vs VT
+92.0%
-9.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -0.2% | +1.0% | -1.1% | -0.7% |
| 3M | +2.8% | +2.4% | +0.4% | +1.2% |
| 6M | -0.2% | +12.0% | -12.2% | -6.9% |
| YTD | +6.8% | +15.3% | -8.5% | -2.2% |
| 1Y | +9.5% | +22.6% | -13.1% | -3.5% |
| 3Y | +52.3% | +74.7% | -22.3% | +7.1% |
| 5Y | +55.3% | +66.1% | -10.8% | +11.2% |
| All | +82.1% | +92.0% | -9.9% | +20.5% |
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 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