-21.5%
DNOW vs VT
+224.5%
-246.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.2% | +0.4% | +0.7% | +0.6% |
| 30D | +13.4% | +1.0% | +12.4% | +12.0% |
| 3M | +19.4% | +2.4% | +17.0% | +15.4% |
| 6M | +29.6% | +12.0% | +17.6% | +11.1% |
| YTD | +21.7% | +15.3% | +6.3% | +0.1% |
| 1Y | +0.7% | +22.6% | -21.9% | -23.5% |
| 3Y | +36.0% | +74.7% | -38.6% | -34.4% |
| 5Y | +114.4% | +66.1% | +48.2% | +10.9% |
| All | -21.5% | +224.5% | -246.0% | -83.3% |
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