+228.7%
VTV vs DD
+66.6%
+162.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.1% | -3.5% | +2.4% | +0.2% |
| 30D | -1.0% | -11.7% | +10.6% | +3.5% |
| 3M | +4.6% | -9.2% | +13.9% | +8.2% |
| 6M | +13.5% | -7.2% | +20.7% | +15.7% |
| YTD | +18.5% | +6.6% | +11.9% | +14.2% |
| 1Y | +22.9% | +32.0% | -9.1% | +8.5% |
| 3Y | +67.8% | +42.1% | +25.7% | +40.0% |
| 5Y | +81.8% | +58.1% | +23.8% | +41.7% |
| All | +228.7% | +66.6% | +162.1% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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