+232.9%
VTV vs D
+34.1%
+198.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | -0.7% | -0.4% | -0.2% | -0.5% |
| 30D | -0.5% | -2.1% | +1.6% | +0.2% |
| 3M | +5.3% | -0.7% | +6.0% | +5.5% |
| 6M | +12.9% | +5.6% | +7.3% | +10.1% |
| YTD | +18.5% | +14.6% | +3.9% | +11.9% |
| 1Y | +25.3% | +15.3% | +9.9% | +17.8% |
| 3Y | +68.2% | +59.1% | +9.1% | +36.5% |
| 5Y | +80.6% | +3.9% | +76.7% | +73.9% |
| 10Y | +232.9% | +38.5% | +194.4% | +194.3% |
| All | +232.9% | +34.1% | +198.9% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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