+27.9%
VTV vs DG
+45.3%
-17.4%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | +0.8% |
| 7D | +1.8% | +12.3% | -10.5% | +0.8% |
| 30D | +6.0% | +19.3% | -13.3% | +4.5% |
| 3M | +3.7% | +11.9% | -8.2% | +2.7% |
| 6M | +13.9% | +25.0% | -11.0% | +11.8% |
| YTD | +22.8% | +8.7% | +14.0% | +22.1% |
| 1Y | +27.9% | +44.7% | -16.8% | +23.7% |
| All | +27.9% | +45.3% | -17.4% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling