+228.7%
VTV vs DG
+101.8%
+126.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -1.1% | -6.5% | +5.4% | -0.1% |
| 30D | -1.0% | +4.2% | -5.2% | -1.7% |
| 3M | +4.6% | +9.5% | -4.9% | +2.8% |
| 6M | +13.5% | -13.1% | +26.6% | +15.5% |
| YTD | +18.5% | -4.8% | +23.3% | +18.7% |
| 1Y | +22.9% | +20.6% | +2.3% | +17.7% |
| 3Y | +67.8% | +4.9% | +62.9% | +59.3% |
| 5Y | +81.8% | -37.9% | +119.7% | +94.1% |
| All | +228.7% | +101.8% | +126.9% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling