+228.8%
VTV vs D
+48.0%
+180.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.9% | -1.4% | +4.3% | +3.4% |
| 30D | +3.8% | +7.7% | -4.0% | +0.9% |
| 3M | +1.6% | -0.3% | +1.8% | +1.5% |
| 6M | +11.2% | +10.1% | +1.1% | +6.8% |
| YTD | +22.0% | +19.1% | +2.9% | +13.4% |
| 1Y | +24.9% | +15.9% | +9.0% | +17.1% |
| 3Y | +78.5% | +75.0% | +3.5% | +39.5% |
| 5Y | +77.8% | +13.4% | +64.4% | +65.1% |
| All | +228.8% | +48.0% | +180.8% | +189.8% |
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