+78.4%
DIVZ vs VT
+80.2%
-1.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -0.8% |
| 7D | -2.8% | -4.2% | +1.3% | -0.6% |
| 30D | +0.8% | -5.8% | +6.6% | +4.1% |
| 3M | -2.2% | -5.2% | +3.1% | +0.6% |
| 6M | +1.2% | +0.1% | +1.1% | +0.6% |
| YTD | +4.7% | +8.2% | -3.6% | -0.9% |
| 1Y | +9.0% | +10.1% | -1.1% | +2.1% |
| 3Y | +52.5% | +69.7% | -17.2% | +8.6% |
| 5Y | +51.3% | +53.4% | -2.0% | +13.3% |
| All | +78.4% | +80.2% | -1.8% | +22.1% |
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