-27.1%
DNOW vs VT
+221.8%
-248.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.2% |
| 7D | +4.7% | +2.4% | +2.4% | +1.9% |
| 30D | -8.4% | -1.5% | -6.9% | -6.4% |
| 3M | -14.8% | -4.1% | -10.7% | -9.9% |
| 6M | +5.8% | +0.6% | +5.2% | +4.9% |
| YTD | +4.9% | +11.0% | -6.1% | -9.2% |
| 1Y | +10.6% | +13.3% | -2.8% | -6.8% |
| 3Y | +35.1% | +73.4% | -38.3% | -33.9% |
| 5Y | +42.6% | +57.4% | -14.9% | -20.6% |
| All | -27.1% | +221.8% | -248.9% | -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