-10.4%
DOW vs VTV
+148.6%
-159.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.4% |
| 30D | +2.0% | +0.1% | +1.8% | +1.6% |
| 3M | -12.5% | +6.2% | -18.7% | -20.1% |
| 6M | -9.2% | +13.5% | -22.7% | -25.2% |
| YTD | +30.8% | +18.9% | +11.9% | +1.2% |
| 1Y | +29.4% | +25.8% | +3.6% | -7.1% |
| 3Y | -34.6% | +68.7% | -103.3% | -68.1% |
| 5Y | -35.9% | +80.3% | -116.3% | -71.6% |
| All | -10.4% | +148.6% | -159.0% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling