+231.8%
VTV vs D
+47.5%
+184.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -0.4% | -2.4% | +2.0% | +0.5% |
| 30D | +3.9% | +9.0% | -5.1% | +0.6% |
| 3M | +2.6% | +1.0% | +1.6% | +2.0% |
| 6M | +11.5% | +11.0% | +0.5% | +6.7% |
| YTD | +22.3% | +19.8% | +2.5% | +13.4% |
| 1Y | +24.5% | +16.0% | +8.6% | +16.8% |
| 3Y | +78.8% | +74.4% | +4.4% | +40.0% |
| 5Y | +78.6% | +13.5% | +65.1% | +65.9% |
| 10Y | +231.8% | +48.4% | +183.5% | +192.8% |
| All | +231.8% | +47.5% | +184.4% | +192.8% |
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