+718.4%
VTV vs DD
+241.8%
+476.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +0.1% | -7.4% | +7.6% | +3.1% |
| 3M | +6.2% | -6.4% | +12.6% | +8.6% |
| 6M | +13.5% | -2.5% | +16.0% | +13.6% |
| YTD | +18.9% | +10.2% | +8.6% | +12.9% |
| 1Y | +25.8% | +36.9% | -11.2% | +9.0% |
| 3Y | +68.7% | +47.0% | +21.7% | +38.1% |
| 5Y | +80.3% | +63.1% | +17.2% | +38.3% |
| 10Y | +226.3% | +68.2% | +158.2% | +128.5% |
| All | +718.4% | +241.8% | +476.6% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling