+725.0%
VTV vs D
+419.9%
+305.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.5% | +1.5% | -0.9% | -0.2% |
| 30D | +1.1% | -2.6% | +3.7% | +2.4% |
| 3M | +5.9% | 0.0% | +5.9% | +5.7% |
| 6M | +11.6% | +7.4% | +4.3% | +6.9% |
| YTD | +19.8% | +15.9% | +3.9% | +10.2% |
| 1Y | +26.2% | +18.1% | +8.1% | +14.6% |
| 3Y | +68.5% | +58.4% | +10.1% | +27.1% |
| 5Y | +79.9% | +5.2% | +74.7% | +66.6% |
| 10Y | +229.7% | +35.9% | +193.8% | +145.6% |
| All | +725.0% | +419.9% | +305.1% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling