+228.7%
VTV vs DKS
+206.3%
+22.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -0.8% |
| 30D | -1.0% | -32.7% | +31.7% | +4.3% |
| 3M | +4.6% | -38.8% | +43.4% | +11.8% |
| 6M | +13.5% | -29.4% | +42.9% | +18.1% |
| YTD | +18.5% | -30.3% | +48.8% | +23.4% |
| 1Y | +22.9% | -39.6% | +62.5% | +30.7% |
| 3Y | +67.8% | +32.2% | +35.7% | +52.0% |
| 5Y | +81.8% | +15.1% | +66.7% | +62.4% |
| All | +228.7% | +206.3% | +22.4% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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