+130.7%
DVLU vs VT
+147.9%
-17.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.6% |
| 7D | -3.7% | -2.3% | -1.4% | -1.4% |
| 30D | -3.4% | -5.0% | +1.6% | +1.8% |
| 3M | -8.4% | -4.9% | -3.5% | -3.6% |
| 6M | -0.1% | -1.5% | +1.4% | +1.0% |
| YTD | +6.8% | +8.5% | -1.7% | -2.9% |
| 1Y | +13.9% | +11.4% | +2.5% | +0.7% |
| 3Y | +72.0% | +70.1% | +1.9% | -3.3% |
| 5Y | +60.0% | +53.7% | +6.3% | +0.5% |
| All | +130.7% | +147.9% | -17.1% | -14.1% |
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