+80.6%
VTV vs DG
-37.9%
+118.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -1.1% | -6.5% | +5.4% | -0.5% |
| 30D | -1.0% | +4.2% | -5.2% | -1.4% |
| 3M | +4.6% | +9.5% | -4.9% | +3.7% |
| 6M | +13.5% | -13.1% | +26.6% | +14.6% |
| YTD | +18.5% | -4.8% | +23.3% | +18.6% |
| 1Y | +22.9% | +20.6% | +2.3% | +20.2% |
| 3Y | +67.8% | +4.9% | +62.9% | +63.7% |
| All | +80.6% | -37.9% | +118.5% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling