+176.5%
DLR vs VTV
+234.5%
-58.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | +0.1% | -1.1% | +1.2% | +1.0% |
| 30D | -4.3% | -1.0% | -3.3% | -3.5% |
| 3M | +3.8% | +4.6% | -0.8% | +0.2% |
| 6M | +5.8% | +13.5% | -7.7% | -4.0% |
| YTD | +23.5% | +18.5% | +5.0% | +8.3% |
| 1Y | +11.1% | +22.9% | -11.8% | -5.3% |
| 3Y | +57.9% | +67.8% | -10.0% | +6.1% |
| 5Y | +44.0% | +81.8% | -37.9% | -8.1% |
| All | +176.5% | +234.5% | -58.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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