-47.0%
DNOW vs VT
+249.3%
-296.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 6M | +29.6% | +12.0% | +17.6% | +11.5% |
| YTD | +21.7% | +15.3% | +6.3% | +0.5% |
| 1Y | +0.7% | +22.6% | -21.9% | -23.0% |
| 3Y | +36.0% | +74.7% | -38.6% | -33.1% |
| 5Y | +114.4% | +66.1% | +48.2% | +12.8% |
| 10Y | -22.3% | +225.0% | -247.3% | -80.9% |
| All | -47.0% | +249.3% | -296.3% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling