Stock and ETF performance explorer

DRIP vs VT

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	VT	Excess	Alpha
1D	+1.6%	0.0%	+1.6%	N/A
7D	-5.2%	+0.4%	-5.7%	N/A
All	-5.2%	0.0%	-5.2%	N/A

Daily percentage return beside VT.

Portfolio return minus VT return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.