-12.1%
DOW vs VTV
+147.9%
-159.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -3.1% |
| 7D | -1.4% | -1.1% | -0.3% | +0.1% |
| 30D | -3.9% | -1.0% | -2.9% | -2.7% |
| 3M | -12.7% | +4.6% | -17.3% | -18.5% |
| 6M | -13.7% | +13.5% | -27.2% | -29.0% |
| YTD | +28.4% | +18.5% | +9.9% | -0.3% |
| 1Y | +21.8% | +22.9% | -1.1% | -9.8% |
| 3Y | -35.7% | +67.8% | -103.6% | -68.5% |
| 5Y | -36.8% | +81.8% | -118.7% | -72.3% |
| All | -12.1% | +147.9% | -159.9% | -72.1% |
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